Correct me if not so. From your reply, as long as the query to call the procedure reaches the database server, it will perform it?
Yes. No matter if the procedure is called with execsql, open or executedirect, as it does for every select statement.
What about the capability to receive at the Lazarus application the returns of the stored procedure?
Open will receive the result set as it does for every other select statement.
Do stored procedures with no output raise exceptions useable by the application code, if failed?
Yes, exceptions on errors are raised as it does for every other select statement.
On postgres calling a stored procedure is just a select statement with your stored procedure called as if it where a function. So you get the same behavior as for every select statement.