question

It would be hard to return Azure Function errors to client as PlayFab error. But it's possible to return the exception info to client with adding a try-catch as the following:

using System;
using System.IO;
using System.Threading.Tasks;
using Microsoft.AspNetCore.Mvc;
using Microsoft.Azure.WebJobs;
using Microsoft.Azure.WebJobs.Extensions.Http;
using Microsoft.AspNetCore.Http;
using Microsoft.Extensions.Logging;
using Newtonsoft.Json;

namespace My.Functions
{
  public static class MyFunction
  {
    [System.Serializable]
    struct Response
    {
      public byte code;
      public string message;
    }

    [FunctionName("MyFunction")]
    public static async Task<IActionResult> Run(
        [HttpTrigger(AuthorizationLevel.Function, "get", "post", Route = null)] HttpRequest req,
        ILogger log)
    {
      try
      {
        throw new Exception("blablabla");
        return new OkObjectResult(new Response{
          code = 0,
          message = "All good"
        });
      } 
      catch (Exception e)  
      {
        return new OkObjectResult(new Response{
          code = 1,
          message = $"Something went wrong: {e.Message}"
        });
      }
    }
  }
}

Please note, we still need to return OkObjectResult for the exception as if the Azure Function returns a status code not in the Successful range (200-299), "CloudScript/ExecuteFunction" will return the "CloudScriptAzureFunctionsHTTPRequestError" as you've seen.