Help finding the SQL agent job status messages

Question

I am building a report in SSRS which will show the status of all the SQL agent jobs ran on a particular day. IMHO, the status messages created in the job history are not that useful. So, I would like to show the status message which can found by following
the path given below:
Integration Services Catalog -> SSISDB -> Solution Name -> Projects -> Project Name -> Packages -> Right click Package Name-> Reports -> Standard Reports -> All Executions -> Click on All Messages
If you follow the exact path, we find out the exact error related to last unsuccessful execution of the job.
Can someone please tell me how to find it?
The message from [msdb].[dbo].[sysjobhistory] is not helpful for me.

Answer 1

Thank you all for your help. After taking cues from what you guys said..I have come up with this:
USE [msdb]
GO
/****** Object:  StoredProcedure [dbo].[SQL_Agent_Jobs_Details]    Script Date: 3/24/2015 4:02:09 PM ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
ALTER PROCEDURE [dbo].[SQL_Agent_Jobs_Details](@JobName varchar(5000)
,@LastRunDate nvarchar(20)
,@LastRunStatus varchar(50)
AS
BEGIN
-- SET NOCOUNT ON added to prevent extra result sets from
-- interfering with SELECT statements.
SET NOCOUNT ON;
DECLARE @SQL VARCHAR(8000)
DECLARE @NewLastRunStatus INT
    -- Insert statements for procedure here
SET @NewLastRunStatus = (SELECT CASE @LastRunStatus 
WHEN 'Created' THEN 1
WHEN 'Running' THEN 2
WHEN 'Canceled' THEN 3
WHEN 'Failed' THEN 4
WHEN 'Pending' THEN 5
WHEN 'Ended unexpectedly' THEN 6
WHEN 'Succeeded' THEN 7
WHEN 'Stopping' THEN 8
ELSE 9
END )
SET @SQL = '
SELECT DISTINCT 
E.folder_name
,E.project_name
,S.JobName
,E.package_name
,E.environment_name
--,E.execution_id
,E.executed_as_name
--,E.operation_type
--,E.process_id
, CASE e.[status]
WHEN 1 THEN ''Created''
WHEN 2 THEN ''Running''
WHEN 3 THEN ''Canceled''
WHEN 4 THEN ''Failed''
WHEN 5 THEN ''Pending''
WHEN 6 THEN ''Ended unexpectedly''
WHEN 7 THEN ''Succeeded''
WHEN 8 THEN ''Stopping''
ELSE ''Completed''
END [Status]
,E.start_time
,E.end_time
,E.server_name
,E.machine_name
,EM.event_name
,EM.message_source_name
,EM.message_time
,case EM.[message_type] WHEN 120 THEN ''Error'' else ''TaskFailed'' END [message_type]
,EM.[message]
,EM.execution_path
FROM     [SSISDB].[catalog].[executions] E
LEFT OUTER JOIN
[SSISDB].[catalog].[event_messages] EM ON E.[execution_id] = EM.[operation_id]
LEFT JOIN
[MSDB].DBO.SQL_Agent_Jobs_Packages S
ON S.PackageName = E.package_name
WHERE EM.message_type in(120,130) AND 1=1 
--AND E.package_name = ''Anna_Maria_Daily_Contacts_Parent.dtsx'' 
IF @JobName IS NOT NULL 
BEGIN
SET @SQL  = @SQL + '  AND S.JobName IN (' +''''+REPLACE(@JobName,',',''',''')+''')' 
END
IF (cast(@LastRunDate as date) IS NOT NULL AND cast(@LastRunDate as date)!='1900-01-01')
BEGIN
SET @SQL  = @SQL + ' AND CAST(isnull(EM.message_time, ''1900-01-01'') AS DATE) IN ('+''''+REPLACE(cast(@LastRunDate as date),',',''',''')+''')' 
END
IF @LastRunStatus IS NOT NULL 
BEGIN
SET @SQL  = @SQL + '  AND e.[status] IN (' +''''+REPLACE(@NewLastRunStatus,',',''',''')+''')' 
END
SET @SQL  = @SQL + ' ORDER BY E.start_time DESC,E.end_time DESC'
--SELECT @SQL
EXEC (@SQL)
END
You can use the above script to create a dynamic sproc which takes the above mentioned params.