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@Evan_Reese

@NeilCooke asked me to shed some light on this.  Basically, error entities are attached to an id.  If you want error entities to show up, they have to be attached to the top-level feature id.  We do not automatically migrate subfeature/suboperation error entities to the top level feature because that is not always the desired outcome.  Imagine, for instance, calling a Boolean operation in your feature, and, if it fails, catching that failure and instead trying to do that boolean in smaller batches (this is how fix pcb works).  You would not want the error entities from the initial boolean to come through, because that did not cause a feature failure.

The appropriate way to bootstrap error entities from a subfeature to the feature itself is as follows:

try
{
    opFillet(context, subId, ...);
}
catch (error)
{
    processSubfeatureStatus(context, topLevelId, { "subfeatureId" : subId, "propagateErrorDisplay" : true });
    throw error;
}

Or to just pass the top level id directly into the fillet (but, this can only be done for one subfeature, since ids passed into subfeatures must be unique)

To get the nice code box you can click on this button:

and then paste the code from your feature studio into the empty box that shows up.

I'm wrong again (I'm just flailing around in the dark here, literally) - it is the feature id - if the feature uses the top-level id of the custom feature then it works so:

        opFillet(context, id, {
                    "entities" : finalQuery,
                    "radius" : definition.radius
                });

works, but

        opFillet(context, id + "fillet1", {
                    "entities" : finalQuery,
                    "radius" : definition.radius
                });

does not. So as long as the result of your feature is this one opFillet, then you can use the top-level id. If not, who knows.

Interestingly, setErrorEntities also only seems to work with the top-level id.

Chiming in here:    I also have this problem.    I need to export hundreds of laser cut part parts for manufacturing in STEP and DXF files.   Each file name requires part number and revision.   The Onshape default of "part name" is completely and utterly useless to me, and seems like a glaring oversight.   
There needs to be a way to change the default export naming to PART#_REVISION_DESCRIPTION or similar.   
Batch exporting is also desperately needed.   I'm literally spending multiple full days just exporting drawings.