How do I get the body of a web request that returned 400 Bad Request from Invoke-RestMethod

There is a known issue with PowerShell Invoke-WebRequest and Invoke-RestMethod where the shell eats the response body when the status code is an error (4xx or 5xx). Sounds like the JSON content you are looking for is evaporating in just this manner. You can fetch the response body in your catch block using $_.Exception.Response.GetResponseStream()

    try {
    Invoke-RestMethod "https://api.mysite.com/the/endpoint" `
        -Body (ConvertTo-Json $data) `
        -ContentType "application/json" `
        -Headers $DefaultHttpHeaders `
        -Method Post
    }
    catch {
        $streamReader = [System.IO.StreamReader]::new($_.Exception.Response.GetResponseStream())
        $ErrResp = $streamReader.ReadToEnd() | ConvertFrom-Json
        $streamReader.Close()
    }

    $ErrResp