You will have the most control about where to send the caller next by catching the VoiceXML Event within the Events tab of the actual element that's throwing the exception. This creates a new exit state on that element that is followed if the event occurs. Then you can just connect the exit state to wherever you want it to go when the audio file is missing.
If you want an app-level event handler for error.badfetch.http you can use the Events tab of the Start of Call element to VoiceXML Event error.badfetch.http (or to catch all VXML Events, use error.*). Then connect this new exit state to somewhere.
Alternatively, the older method of catching VoiceXML events, was to use a HotEvent element and enter one event name error.badfetch.http but you can have one of these per event per application, and you connect its exit state to wherever you want it to go. Nothing connects to it (it's just a global instruction that if there's ever that event, to go to where that element connects), so you can put it anywhere. Note that you can not use error.* in the HotEvent element.
To add an event in an Events tab:
1. Click [Add] midway down
2. Click NewEvent1 at the top
3. Configure the bottom: EventType: VoiceXML event EventList: error.badfetch.http (or error.*)
