CL-USER> (defmacro foo () (error "haha"))
FOO

CL-USER> (compile nil (lambda () (foo)))
; in: COMPILE ()
;     (FOO)
; 
; caught ERROR:
;   during macroexpansion of (FOO). Use *BREAK-ON-SIGNALS* to intercept.
;   
;    haha
; 
; compilation unit finished
;   caught 1 ERROR condition
#<FUNCTION (LAMBDA ()) {53401B5B}>
NIL
NIL