[Proj] Using pj_transform API to convert WGS84 to OSGB

[John Smart]

> double x = 55.863157, y = -4.432298, z = 0;

I could be missing something here but haven't you got your x and y mixed up? 
Your command line test had x=-4 and y=55 (4w and 55n).

If I do your command line test with the mixed up values I get:
55.863157 -4.432298
8256101.80      -6437819.18 599.248

(I was supposing maybe I'd get the same message as you).

maybe there's some sanity checking going on in the code, since a Transverse 
Mercator projection generally isn't useful so far away from its origin.

Just a guess. Good luck.