What shell are you using? I almost get what you describe from csh and tcsh but the shell stops interpreting commands once it gets an error. It never executes the final echo $?.

0
/Users/john
0
csh: HA: Undefined variable.
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When Perl executes a one-argument system command and the string contains shell metacharacters like ;, it runs the command by passing it to sh -c. I don't see any documented way to change this.

However, you could use

system ("csh","-c","echo \$?; echo \$PWD; echo \$?; echo \$HA; echo \$
+\?");
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or whatever your shell is.