Sql-server – Rebuild index error: “The job was stopped prior to completion by User”

Is there any way to extract the full text of these messages?

You can achieve it in 2 ways - Go in job step and select the Advanced tab:

a. Output to a file (<== My preferred method)

b. "Log to table" and "Include step output in history" (<== You need to trim msdb..sysjobhistory in long-run as the messages are stored as nvarchar(max) instead of nvarchar(1024))

In order to see the additional logged information you need to use this stored procedure sp_help_jobsteplog or you could query the msdb.dbo.sysjobstepslogs table directly.

More info here

Since I don't actually see any transactions created within your SP I can only guess. But I can tell you that transactions inside a stored procedure are .. tricky.

If you have nested transactions, for example one created outside a stored procedure and one created inside the stored procedure, SQL may have a transaction count of two but it's still really only one transaction. If you perform a rollback within the stored procedure it will rollback the entire transaction (even the part outside of the SP) and then when you leave the stored procedure you'll get an error similar to what you are seeing.

In order to avoid this you have to use a SAVE TRANSACTION statement to create a savepoint in the transaction and then roll back to that point.

I've got a simple demo here. The SP part of it looks like this:

CREATE PROCEDURE usp_TransactionTest @Value int, @RollBack bit
AS
BEGIN
    BEGIN TRANSACTION
    SAVE TRANSACTION TranTest
    INSERT INTO tb_TransactionTest VALUES (@Value)
    IF @Rollback = 1 
        -- Roll back to the saved point.
        -- The transaction is not closed and  
        -- @@TRANCONT is not changed.
        ROLLBACK TRANSACTION TranTest
    -- Close the transaction created at the beginning of the SP
    COMMIT
END
GO