Well, you could do something like this:

sub test_sub {
    my $error_msg = sub1() || sub2() || sub3();
    return $error_msg;
}
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This works because (quoting from perlop) "Binary "||" performs a short-circuit logical OR operation. That is, if the left operand is true, the right operand is not even evaluated", so $error_msg will contain the first non-zero return value or zero if all subs are successful, and no more subroutines are called after one has returned a non-zero value.

Of course, if your program does other things between each subroutine call then this won't help.