This is relevant to Question 14 from the second paper of 2004, and Question 23 from the first paper of 2008:
"A large bore catheter for renal replacement therapy has been accidentally inserted into the carotid artery of a man with multiple organ failure (including a coagulopathy) due to systemic sepsis. The location of the catheter was only discovered after it had been sutured in place. List the potential complications, and outline how you are going to deal with this problem."
LITFL have a nice page on this topic.
Additonally, the BJMP has an article with a case report of precisely this sort of complication. The author has done a literature search, and presents a list of complications which have been reported in the papers in association with this problem:
Interestingly, having spoken to some of the vascular surgeons about such complications, the general opinion seems to be that if you have already dilated the artery and inserted the vas cath, the best thing you can do is suture it in position and leave it there until they arrive. Apparently that is somehow better than taking it out and then putting pressure on a carotid with a vas-cath-sized hole in it.
Nair, Sanil, et al. "A case of accidental carotid artery cannulation in a patient for hemofilter: complication and management." British Journal of Medical Practitioners 2.3 (2009): 57-58.