Error Handler on Before/After Refresh Event VBA

This is my reference to Before/After Query Refresh Event

To import data from SQL Server, I have a parameterized query that requires for a date input from the user.

1. When the user enters the beginning date and end date correctly, everything is completed in the correct order, and the case is closed.

2. However, when the date is not correct, the error handler is not triggered, and the macro continues until the AfterRefresh event.

I added error handlers to every module, but they are still not responding. Does anyone know how to add an error handler to a Before/After Refresh Event?

The logic of the power query code is as follows, but not written in this manner:

let 
    Source = Sql.Database("MyDataBase", [Query="Select Transaction_date, Customer_ID
                                                from TransactionList
                                                where Transaction_date between @StartDate and @EndDate]
in
    Source

VBA Code below

'========== [ Modules ] ========== 
Option Explicit 
Dim colQueries As New Collection

Sub Button_RefreshData() 
On Error GoTo Error_Handler

    Call InitializeQueries
    ThisWorkbook.RefreshAll
Exit Sub
Error_Handler: 
    MsgBox Err.Number & " " & Err.Source & vbNewLine & Err.Description, vbInformation 
    Exit Sub 
End Sub

Sub InitializeQueries() 
On Error GoTo Error_Handler
Dim clsQ As clsQuery 
Dim WS As Worksheet 
Dim QT As QueryTable 
Dim LO As ListObject

For Each WS In ThisWorkbook.Worksheets 
    For Each QT In WS.QueryTables 
        Set clsQ = New clsQuery 
        Set clsQ.MyQuery = QT 
        colQueries.Add clsQ 
    Next QT 
    For Each LO In WS.ListObjects 
        Set QT = LO.QueryTable 
        Set clsQ = New clsQuery 
        Set clsQ.MyQuery = QT 
        colQueries.Add clsQ 
    Next LO 
Next WS
Exit Sub
Error_Handler: 
    MsgBox Err.Number & " " & Err.Source & vbNewLine & Err.Description, vbInformation 
    Exit Sub 
End Sub

'========== [ Class Modules named clsQuery ] ========== 
Option Explicit 
Public WithEvents MyQuery As QueryTable

Private Sub MyQuery_AfterRefresh (ByVal Success As Boolean) 
On Error GoTo Error_Handler
    If Success Then MsgBox ("The entire process is complete.") 
Exit Sub
Error_Handler: 
    MsgBox Err.Number & " " & Err.Source & vbNewLine & Err.Description, vbInformation 
    Exit Sub 
End Sub

Private Sub MyQuery_BeforeRefresh (Cancel As Boolean) 
On Error GoTo Error_Handler
    MsgBox ("The process start now.") 
Exit Sub
Error_Handler: 
    MsgBox Err.Number & " " & Err.Source & vbNewLine & Err.Description, vbInformation 
    Exit Sub 
End Sub