VBA Error handling on ADODB Connection.Open - vba

Question

I have an ADODB connection in VBA for connecting to an SQLServer database. I want to catch the error that is raised when connection.Open is called and the given database is unreachable.
My code looks like this:
Public Function Connect() As Boolean
On Error GoTo DBError
Dim dbServer As String
Dim dbName As String
Dim dbUser As String
Dim dbPwd As String
dbServer = DatabaseSettings.dbServer
dbName = DatabaseSettings.dbName
dbUser = DatabaseSettings.dbUser
dbPwd = DatabaseSettings.dbPwd
Dim connectionString As String
connectionString = "Server=" & dbServer & ";Database=" & dbName & ";User Id=" & dbUser & ";Password=" & dbPwd
Set conn = New ADODB.Connection
conn.Provider = "sqloledb"
With conn
.ConnectionTimeout = 2
.CursorLocation = adUseClient
.Open connectionString
.CommandTimeout = 0
End With
Connect = True
Exit Function
DBError:
Connect = False
End Function
My problem is that when i try to run this code with an incorrect connectionString an error is raised and shown in a MsgBox and not caught by the "On Error GoTo DBError".
Is there something wrong in my error handling code or do i need to find another way of catching this error?
Thank you for your help. Any suggestions are welcome.

Answer 1

Not sure if this is it, but in the VBE window make sure the Tools...Options...General...Error Trapping option is set to "Break on Unhandled Errors". If it were set to "Break on All Errors" this may bypass your handlers.

Answer 2

Try to use the below, worked here:
With conn
.ConnectionTimeout = 2
.CursorLocation = adUseClient
.ConnectionString = connectionString
.Open
.CommandTimeout = 0
End With