From your description (last sentence) it is not clear what you are using, a procedure created via SQL or a procedure created via a design-time object (via the obsolete .procedure extension or via the .hdbprocedure extension).
You should go with .hdbprocedure. With that you define a procedure design-time artifact which creates a runtime procedure during activation. The name of the design-time artifact can be used in the OData write exit. Regarding the error of the wrong procedure or parameter list you should post here the name and the interface of the procedure, so that the people here are able to check it. But all points regarding the interface etc. are described in the offical help already: Custom Exits for OData Write Requests
Regards,
Florian
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