raise is not working

Hello again everyone.

I need some help once again.  I am following the postgresql pl/pgsql docs and
trying to have my function show me the query it is trying to run since it not
returning the expected results.  However, it does not appear that the raise
option is working.  Can anyone please point me to what is wrong, or what
server options need to be turned on.

I have tried setting both server_min_messages (all the way down to debug5),
and client_min_messages (to debug1), and I still do not get a responce.  I did
bounce the server after these changes.

Anyway, here is a code snippet of what I am trying to do:

 SQL_Str := SQL_Str || "limit 15000;";
 RAISE NOTICE ''SQL STRING = %'', SQL_Str;
 raise exception ''THIS SUCKS!'';
 for Clmhdr_rec in execute SQL_Str loop
   return next Clmhdr_rec;
 end loop;
 return;

end;

---------------

SQL_Str is defined as a varchar.  Neither of the raise calls have done
anything, but I don't get any errors either.

I'm running 7.3.4.

Thanks,

Chris