AFAIK, you can't. Double-click on the message in the Director and you'll see all you are going to see from Oracle and DataStage. I don't recall an issue seeing the entire Oracle error, usually all you need is the type and number anyways. What I don't like is the fact that the "Value of the row" you had an issue with message gets truncated, so alot of times you get no help whatsoever (data-wise) with your problem.
Haven't had much use for ODBC yet, so haven't compared the two.
-craig
"You can never have too many knives" -- Logan Nine Fingers