In Mosaic you look for the Activity window. One of its tabs is labelled Orders. Here you will see all orders which were submitted. It contains filled orders, pending orders, cancelled orders and rejected orders. If an order line is rejected it has a red circle on the left hand side. Hover your mouse over this circle and a text pops up. I forgot whether there is a setting to specify how long of a history should remain visible. I'm sure you are able to search online and find that setting. Cheat sheet: https://www.interactivebrokers.com/download/CheatSheet_TWSMosaic_944.pdf In my system is it not required, so I don't do it.
Yep. Found it. I think it got wiped after the last restart (maybe because it's paper trading). But now I know where to look for it. Thanks again!
Just a quick update on this. I can find the failed orders in the activity window in TWS as per @HobbyTrading instruction. However, mousing over the exclamation sign near them does not bring up the error message on my PC (could this be due to a recent TWS update?) In any case, at this point, I am reasonably sure that these orders are failing for a legitimate reason (e.g. the stock is not shortable at the moment, etc). However, I still would like to track down and collect these errors. I am using python / ib_insync, so I believe I just need to figure out what the commands are for logging all errors and then dig through the logs. I will post the solution here if/when I succeed at that. Again, thank you to everyone who responded with their suggestions!