puedes manejarlo con try y catch para cada una de tus inserciones, ya si falla una continua con la siguiente algo asi:
Código SQL:
Ver originalBEGIN TRANSACTION;
BEGIN TRY
-- Generate a constraint violation error.
DELETE FROM Production.Product
WHERE ProductID = 980;
END TRY
BEGIN CATCH
SELECT
ERROR_NUMBER() AS ErrorNumber
,ERROR_SEVERITY() AS ErrorSeverity
,ERROR_STATE() AS ErrorState
,ERROR_PROCEDURE() AS ErrorProcedure
,ERROR_LINE() AS ErrorLine
,ERROR_MESSAGE() AS ErrorMessage;
IF @@TRANCOUNT > 0
ROLLBACK TRANSACTION;
END CATCH;
IF @@TRANCOUNT > 0
COMMIT TRANSACTION;
GO
BEGIN TRANSACTION2;
BEGIN TRY
-- Generate a constraint violation error.
DELETE FROM Production.Product
WHERE ProductID = 980;
END TRY
BEGIN CATCH
SELECT
ERROR_NUMBER() AS ErrorNumber
,ERROR_SEVERITY() AS ErrorSeverity
,ERROR_STATE() AS ErrorState
,ERROR_PROCEDURE() AS ErrorProcedure
,ERROR_LINE() AS ErrorLine
,ERROR_MESSAGE() AS ErrorMessage;
IF @@TRANCOUNT > 0
ROLLBACK TRANSACTION2;
END CATCH;
IF @@TRANCOUNT > 0
COMMIT TRANSACTION2;
GO
y asi sucesivamente para cada una de tus transacciones :)
saludos,
Libras