I've never seen SQLEXEC() return back -1 and not be able to get the error message from either AERROR() or MESSAGE(). One other thing, if SQLEXEC() returning a -1 will not cause VFP error handler to fire. Change your script to something like this:

LOCAL hConn, lcSQL, lnResult
lcSQL = "{CALL storedprocedure p1, 'p2'}"
hConn = SQLCONNECT(...)
lnResult = SQLEXEC(hConn, lcSQL)
IF (lnResult < 0)
? MESSAGE()
ENDIF

Also, does the user that you connecting to SQL Server as have Execute permission on the stored procedure that you're trying to call?

-Mike