ZSH Magic for certain exit-status situations

Here's a start.

preexec() {
  lastcommand=$1
  exec 3>&1 4>&2                   
  exec 2> >(tee /tmp/output 1>&4)
}
precmd() {
  read line </tmp/output
  case "$line" in
  "Can't locate"*)
    echo "Perl module missing running $lastcommand"
    ;;
  esac
}

But maybe you want to do something at the language level like How can I hook into Perl's use/require so I can throw an exception?