There’s always exit status of the last script statement, in $? Bash special variable:
docker exec --workdir c:/Stroika buildContainer sh -c "cd ThirdPartyComponents/WIX/CURRENT/ && ./candle -v; echo $?"
Depending on what product and its version sh in your container belongs to, it may or may not be able to automatically add “.exe” to searched name if you omit it in the command.
Anything beyond that can only be devised from the exit code: Windows has a few standard exit codes for when a process fails to start.
The Error 127 and following messages actually belong to the make command above, due to Stderr output is shown after the build log rather than inline.