If you have problem you would like to report and have help to solve, then please do following within MATLAB
diary mosek.txt version mosekopt('debug(10)') % % Whatever MATLAB commands that shows the error. % diary off
MATLAB will then produce a file named mosek.txt that contains the MATLAB dialogue including the messages MOSEK produces. Therefore, please include the file mosek.txt in your email with your problem report. It makes a lot easier for us diagnose the problem.
If your problem only occurs for some specific data then it might be useful to save the data you feed into MOSEK into file which can be include in your problem report. The MATLAB command example
save mosek x y
shows how to save the two variable x and y to the file mosek.mat. Please do not include mosek.mat in your problem report, if the file is very large.
The problem report you can mail to support@mosek.com.