actions.js

import axios from 'axios'

axios.defaults.baseURL = 'http://localhost:4567/api/v1'

export default {
  login ({commit}, credentials) {
    return axios.post('login', {
      cnpj: credentials.cnpj,
      cps: credentials.cps,
      password: credentials.password
    }, {headers: {usertype: credentials.usertype}})
      .then(response => {
        commit('LOGIN')
        localStorage.setItem('token', response.data.token)
        commit('LOGIN_SUCCESS')
        return response.data
      })
      .catch(error => {
        return error.response
      })
  }
}

Login.vue

<template>
  // ...
</template>
<script>
    // ...
    methods: {
      handleSubmit (name) {
        this.$refs[name].validate((valid) => {
          if (valid) {
            this.login(this.formValidate).then(() => { 
              this.$Message.success('Logado com sucesso!')
            }).catch(response => { // Aqui eu to tentando usar o catch encadeado
              console.log(response.data)
              this.$Message.error(response)
            })
          } else {
            this.$Message.error('foram encontrados erros no formulário!')
          }
        })
      },
      handleReset (name) {
        this.$refs[name].resetFields()
      },
      ...mapActions(['login'])
    }
  }
</script>