Change the WordPress > Error title?

The wp_die_handler filter filters the handler for the function responsible to kill the execution of the script. So it needs to return the callable that WordPress will use when wp_die() is called.

The actual callable that is returned from the wp_die_handler filter must output the error message and die.

function wpse_die( $message, $title="", $args = [] ) {
  echo 'yolo';
  die;
}

function wpse_die_handler(){
  return 'wpse_die';
}
add_filter( 'wp_die_handler', 'wpse_die_handler' );

Have a look at _default_wp_die_handler() for a look at what WordPress outputs from the default handler for wp_die().