C (gcc), 71 65 bytes

f(char*p){p=*p-'h'?*p&&puts("err"):f(p+1)||!puts("Hello World");}

Try it online!

• Thanks to @rtpax for saving 6!

f(char*p){p= - function tacking a program and returning with the eax trick, reusing p.
Calls itself recursively.
Recursion happens before program execution so if all steps are correct a false value is returned and the program is executed.
If there's an error a truthy value is returned and program is not executed at all, an error message is displayed.

*p-'h'? `...` :f(p+1)||!puts("Hello World");
 - check each character in program : if h  continue recursion and
   if result is false program do its job.
p is true  if there was an error, false instead.

 - if not h stop recursion and :
*p            - if end of program 
p  is false
&&puts("err") - if not end of program display error
p  is true.

61 58 bytes alternative less interesting solution which runs the program and stops when an error happens

f(char*p){*p&&puts(*p-'h'?"err":"Hello World")>4&&f(p+1);}

• Saved 3 thanks to @rtpax !