Problems with ROLLBACK TRANSACTION inside try/catch - sql

Question

I'm having this error when I try to execute this code:
Transaction count after EXECUTE indicates a mismatching number of BEGIN and COMMIT statements. Previous count = 0, current count = 1.
I know the problem is on the sp [dbo].[QueueInsert], the sp has an error and it goes directly to the catch. It's funny because the first one (EXEC [dbo].[BacthInsert]) is inserting a summary record and after running the sp, I see the record, so is doing a commit and not doing a rollback. What's wrong with this code? thanks!
CREATE PROCEDURE [cnfg].[SendEmail]
(
,#Employees [dbo].[Employees] readonly
,#ApplicationName NVARCHAR(256)
,#ErrorMsg NVARCHAR(300) = NULL OUTPUT
)
AS
BEGIN
DECLARE #ReturnVal INT
DECLARE #ApplicationId UNIQUEIDENTIFIER
DECLARE #NewIdBatch INT
DECLARE #ID INT
DECLARE #EmployeeId INT
DECLARE #Index INT = 1
DECLARE #Total INT
SET NOCOUNT ON;
SET XACT_ABORT ON;
SET #ReturnVal = 0;
SET #ErrorMsg = '';
SET #ApplicationId = [GetId](#ApplicationName);
IF (#ApplicationId IS NULL)
BEGIN
SET #ReturnVal = 1;
SET #ErrorMsg = 'The Application Name does not exist in the database';
Goto ProcedureExit
END
----------------------------------------------------------
BEGIN TRY -- Start Main TRY
----------------------------------------------------------
BEGIN TRANSACTION;
EXEC [dbo].[BacthInsert]
#ParameterId = 1
,#ID = #NewSendEmailBatchId OUTPUT
,#ErrorMsg = #ErrorMsg OUTPUT
IF ( #ErrorMsg <> '' )
BEGIN
SET #ReturnVal = 1;
SET #ErrorMsg = 'There was an error trying to insert data into [dbo].[BacthInsert] table';
RAISERROR(#ErrorMsg, 16, 1)
END
SELECT ROW_NUMBER() OVER ( ORDER BY EmployeeId ) Row,
EmployeeId
INTO #EmpIds
FROM #Employees
SELECT #Total = COUNT(*) FROM #EmpIds
WHILE ( #Index <= #Total )
BEGIN
SELECT #EmployeeId=EmployeeId FROM #EmpIds WHERE Row = #Index
EXEC [dbo].[QueueInsert]
#SendEmailBatchId = #NewIdBatch
,#ID = #ID OUTPUT
,#ErrorMsg = #ErrorMsg OUTPUT
IF ( #ErrorMsg <> '' )
BEGIN
SET #ReturnVal = 1;
SET #ErrorMsg = 'There was an error trying to insert data into [dbo].[QueueInsert] table';
RAISERROR(#ErrorMsg, 16, 1)
END
SET #Index+=1;
END
COMMIT TRANSACTION;
----------------------------------------------------------
END TRY -- End Main TRY
----------------------------------------------------------
----------------------------------------------------------
BEGIN CATCH -- Start Main CATCH
----------------------------------------------------------
SELECT ERROR_MESSAGE()
IF (XACT_STATE()) = -1
BEGIN
ROLLBACK TRANSACTION;
END;
----------------------------------------------------------
END CATCH -- End Main CATCH
----------------------------------------------------------
ProcedureExit:
RETURN #ReturnVal;
END