Net::SFTP::Foreign, by default, never dies when some error happens. Instead it keeps an internal error status that can be queried using the error method. For instance: 
$s = Net::SFTP::Foreign->new(...);
if ($s->error) { die "Unable to connect to remote host: " . $s->error 
+}

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Alternatively, you can activate the autodie mode. It makes the object die, when some error happens: 
$s = Net::SFTP::Foreign->new(..., autodie => 1);

[download]

In reply to Re^3: instantiating an SFTP object by salva
in thread instantiating an SFTP object by Aldebaran

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