Use separate catch clauses. One for java exceptions, one for python:
import java.lang.Exception
try:
call = system.db.createSProcCall(procedureName='save')
call.registerInParam('name', system.db.VARCHAR, None)
system.db.execSProcCall(call)
except java.lang.Exception, e:
/* Print exceptions originating in Java */
print e
except Exception, e:
/* Print other exceptions */
print e