great usage for anonymous delegates or Lambda's- catching error messages

lets say I had a procedure that ran sql thus

create procedure CheckMessages

as

begin

RAISERROR('starting',10,3) WITH NOWAIT

select 1

RAISERROR('cont',10,5) WITH NOWAIT

select 2

RAISERROR('cont',10,7) WITH NOWAIT

select 3

RAISERROR('ending',10,9) WITH NOWAIT

end

I could capture the state in c# thus with a lambda:

            using (SqlConnection con = new SqlConnection(sqlConn))

                    {

                                         

                        con.InfoMessage += (sender2,e2) =>  

                                {

                                    if (e2.Errors.Count > 0)

                                    {

                                       Console.WriteLine(e2.Message);

                                         

                                    }

alternatively I could use an anonymous delegate


 con.InfoMessage += delegate(object sender2, SqlInfoMessageEventArgs e2)


This will not work with ExecuteNonQuery() which will wait until the end of the process to send messages.
likewise c# will only process messages with c.ExecuteScalar() that procede the first sql statement.
with raiseerror u need WITH NOWAIT
Alternatively -  use Print