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You’ll want to use reject tables assuming you are using Vertica 7.0+. This will create the reject files on each node and wrapper it with an external table view.
To use it, add rejected data to table my_reject_table. After the load, you should be able to query that.
If you do a NO COMMIT (copy statement parameter) then the reject table will be temporary for that session. Otherwise it is permanent. You can use this to help with your workflow that you have planned. If you want it to be temporary so you can query out all the rejects, having a temp might be better. If it is for long term storage and review of rejects, the permanent option might be better. If you want to make it permanent and still use NO COMMIT then just do a COPY one time with a commit and it will create it permanently.
Hope it helps.