From what I can see in that class it should be wrapping any exceptions in an ApplicationProcessingException and throwing that to the pipeline.
The error message you are seeing is from the payload proxy, logged if the contents of the default location in the body are null. This suggests that something may be trapping the exception on the server side and returning null in response to the invocation, although this is a guess.
If you have DEBUG logging enabled on your first server then you should see the pipeline processing unfold. This will show you whether the processing is receiving an exception or a normal response from the EJB invocation.