VMS Help CLOSE, Qualifiers, /ERROR  *Conan The Librarian (sorry for the slow response - running on an old VAX)

       /ERROR=label

    Specifies a label in the command procedure to receive control
    if the close operation results in an error. Overrides any ON
    condition action specified. If an error occurs and the target
    label is successfully given control, the global symbol $STATUS
    retains the code for the error that caused the error path to be
    taken.