http://iscoresports.com/

This is really a question of how detailed other users make their scoring.

Here's the situation:
Runners on 1st and 2nd attempt a double steal. Runner on 2nd caught at third 2-5. Third baseman tries for the DP but throws wild allowing runner originally on 1st to go to third.

I scored it as:
Runner on 2nd, out at third, CS 2-5. What happened to runner on 1st? Safe, 2nd, On the throw. (If I was scoring by hand I'd just call it FC. Since "on the throw" is a type of FC, that's how I chose to score it).
New play, runner on 2nd, Safe, 3rd, error 5 throwing.

I like to reconcile my boxscores/play by play against the one published on the MiLB website. That game log was along the lines of: "With Charles batting, Abel caught stealing third base catcher Edward to third baseman Frank. Baker advances to third on throwing error by Frank". That log implies (to me at least) that it could be a two-base error, which it really wasn't. It didn't matter in this game because Baker didn't subsequently score. Had he scored, it could have an impact on earned/unearned runs. If the next batter sacrifices Baker home and the batter after that strikes out, he's unearned (he'd still be on second or, at best, third). If the next batter homers, he's earned.

What say you? Would others score it differently?

I would score the same way that you did.

"With Charles batting, Abel caught stealing third base catcher Edward to third baseman Frank. Baker advances to third on throwing error by Frank".
Sometimes, MiLB (and its parent, MLB Advanced Media) omits intermediate advances during a play (in this case the advance to second by Baker by "on the throw" while Abel was caught stealing 2-5) in favor of accounting for the final advance result (E5T)
It does lead to that implication in this case (athough not correct), but it looks like the entry on your scorecard and in iScore will keep it straight.

Perhaps the average or casual fan would be turned off by
"With Charles batting, Abel caught stealing third base catcher Edward to third baseman Frank. Baker advances to second on the throw and advances to third on throwing error by Frank".