From the help file:
On error: if a /sockudp fails, it sets $sock().wserr to the error value, and triggers the on sockwrite event with $sockerr set.
ICMP Type 3 is Destination unreachable, which breaks down into 6 other types, based on the code field.
0 = network unreachable;
1 = host unreachable;
2 = protocol unreachable;
3 = port unreachable;
4 = fragmentation needed and "Don't Fragment" set;
5 = source route failed.
So, perhaps Winsock will return these values in $sock($sockname).wserr and $sock($sockname).wsmsg, mapped to Winsock's error values.