Error check

What do you mean by "connection disconnected"? You haven't technically a permanent connection with web services, your session is handled by using the field GUID in the table CB_Account that is automatically generated during login and it's passed back later to every webservice, so unless you're logging on two devices with the same user your session will be valid.

Or it may be you're changing level after login but you haven't the CBManager gameobject inside a hierarchy that isn't destroyed at level change, in this case I suggest to move it in a gameobject that has DontDestroyOnLoad in a script attached (you usually have a script GameManager or such that has DontDestroyOnLoad because it must be permanent during app lifetime, so just move CBManager object under it in the hierarchy) or replace your Awake function in CB_Manager with the following:

void Awake() {
   // Ensure we have one only instance
   if (_instance != null)
      Destroy(this);
   else {
      _instance = this;
      DontDestroyOnLoad(gameObject);
   }
}

For the second question about errors, you already have the variable "error" passed to most of the webservice callbacks. You could add yourself this parameter to the ones missing (load leaderboard highscore, load friends, load inventory and load user files) by changing the definitions of their callbacks (around line 38) and the body of the CallWebservice callback (around line 443). I will add myself these for the next update.