do_execute not sending error response on failure

nbconvert --execute will not not detect a cell execution failure
unless an error response is sent

bash_kernel/kernel.py

@@ -103,8 +103,12 @@ class BashKernel(Kernel):
             exitcode = 1
 
         if exitcode:
-            return {'status': 'error', 'execution_count': self.execution_count,
-                    'ename': '', 'evalue': str(exitcode), 'traceback': []}
+            error_content = {'execution_count': self.execution_count,
+                             'ename': '', 'evalue': str(exitcode), 'traceback': []}
+
+            self.send_response(self.iopub_socket, 'error', error_content)
+            error_content['status'] = 'error'
+            return error_content
         else:
             return {'status': 'ok', 'execution_count': self.execution_count,
                     'payload': [], 'user_expressions': {}}