get_timeseries method only raises an exception when it cannot retrieve timeseries for all instruments in the list. If get_timeseries succeeds in retrieving timeseries for at least one instrument, then for those instruments where retrieval fails get_timeseries method merely logs a warning.

The only way I know to capture messages created by a Python logger is by adding a handler to the logger. Here's an example you can easily adapt for your purpose:
http://alanwsmith.com/capturing-python-log-output-in-a-variable
The name of the logger that eikon package utilizes is 'pyeikon'. You can get it by calling logging.getLogger('pyeikon')

Hi @richard.jones2,

The get_timerseries() call does document it will throw an exception upon an error. So when I tried this, I do see the exception being thrown when I define an invalid symbol:

However, when I include a valid symbol within my list, as you did, an exception is not thrown.

In both cases, we can see the error message within the console - as you observed. Let me reach out to the product team to determine what is expected and how an application is expected to trap this issue.