Azure DWH connector problem with post actions

Question

I am using the JDBC connector in Databricks to write data from a data frame into an Azure Synapse table. I want to use a merge statement, but since this is not available in Synapse I am simulating it by writing the data into a temporary table first and then deploying a post action simulating a merge from the temp table into the target table.
I am trying to make that post action transactional and to catch errors if they happen, so I deploy a post action like the following:

              SET XACT_ABORT ON
                  BEGIN TRY
                    BEGIN TRANSACTION

                      INSERT INTO target_table....

                      UPDATE target_table.....

                      DELETE target_table....

             END TRY
             BEGIN CATCH
                DECLARE @ErrorNumber INT
                DECLARE @ErrorMessage NVARCHAR(4000)
                DECLARE @ErrorState INT

                IF @@TRANCOUNT>0
                    ROLLBACK

                SELECT 
                    @ErrorNumber = ERROR_NUMBER(),
                    @ErrorMessage = ERROR_MESSAGE(),
                    @ErrorState = ERROR_STATE()

                THROW @ErrorNumber, @ErrorMessage, @ErrorState

            END CATCH

However, I can't use throw without putting a semicolon in the end of the select statement, and whenever I use semicolons to deploy SQL code using this connector I get syntax errors.
What am I doing wrong here?