Initially, all errors are set in $DBI::err. However, since all actions involving DBI (which can be from multiple DBI-sources, multiple databases, multiple queries using the same $dbh, $DBI::err will be overwritten quite a lot.
To avoid getting an error that is generated by an entirely different bit of code (which runs in another thread/process but shares the DBI environment, or even the $dbh), it is recommended to use the handle with the smallest scope (because that way you can be sure to a much better degree that nothing else has overwritten your errorcode/errorstring).
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