You must test the records returned by the select statement outside the "while" loop:

$sth->execute() || die $sth->errstr;
if ($sth->rows >= 0) {
  while ($pointer = $sth->fetchrow_hashref)
    {
    $ag = $pointer->{'name'};
    $ag_save = $ag;
    
    if($ag){
    print "<OPTION VALUE=$ag_save>$ag_save</OPTION>";
    }
    }
}
else {
    print "<OPTION>No Ag were found</OPTION>";
   }
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