Using %include means that you have to look at your program as if it would be one big bunch of code. It's the same like having all the code in one single file.
It will therefore depend on the error in the included code whether SAS can recover from it or not (i.e. a unbalanced quotation mark would be "desasterous").
%syserr is an automatic read-only macro variable.
The following gives you some more information about error handling:
http://support.sas.com/onlinedoc/913/getDoc/en/lrcon.hlp/a000993436.htm
If you want your jobs to run independently together with some error handling you might want to look at commands like 'x', 'system' or 'systask' - or consider to use a scheduler.
HTH
Patrick