Options B, C and D are correct. ERROR = 'CONTINUE'` primarily handles file-level errors (like a corrupted file that can't be opened) and certain row-level errors (like incorrect number of columns). It does not handle integrity constraint violations; these will always cause the COPY INTO to fail, even with `ON ERROR = 'CONTINUE". If the file is not present (Option C) or the user lacks the USAGE privilege (Option D), the COPY INTO will fail before it even attempts to parse the data, and 'ON_ERROR will not apply because Snowflake cannot even access the file.
Option A is incorrect as its not just parse level error, it may happen due to data validation contraints also. Option E is incorrect because 'ON_ERROR = 'CONTINUE'` will not ensure that the file is loaded no matter what, some issues will occur causing the COPY INTO to fail.