Why do think that the Net::SFTP::Foreign::Compat will set $! if there is a problem? Looking at the source code for that module, the only time that $! is used is when there is a problem opening or communicating to a local file or pipe. Also, the doco for Net::SFTP::Foreign::Compat says that it will call die if there is a 'low-level protocol error or unexpected error message' so you would need to wrap your use of the module up in a eval block to catch the exception.

On to the FatalError sub.

bruce:1:~/tmp $ cat  p.pl
#!/usr/bin/perl
use strict;
use warnings;

sub Log { }
sub CloseLog { }

sub FatalError 
{
    my ($message, $exit_status) = @_;
    my ($package, $filename, $line) = caller;

    Log "ERROR", "$message ($filename linea $line)";
    CloseLog;
    $! = $exit_status;
    die "ERROR: $message ($filename linea $line)\n";
}

FatalError "testing", 34; # <- 34 should be the value of $?

bruce:1:~/tmp $ ./p.pl
ERROR: testing (./p.pl linea 19)
bruce:1:~/tmp $ echo $?
34
bruce:1:~/tmp $
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Try rearranging your code. Good luck.

Cheers.