Still digging into this, so expect more later, but in the following case, a method errored out due to needing script approval but did not show up in the pending script approvals:

• Jenkinsfile driven build.
• Loads from an external groovy file (after cloning from git, etc) to pull in some methods.
• Invokes a method from that external groovy file that calls a not-yet-whitelisted method (in this case, `replaceAll(String, String)` but I don't think this is specific to that method).
• The execution of that method fails, unsurprisingly, but the method never shows up in the script security plugin's pending approvals, so there's no way to actually approve it.