Couple of things:
1. Normally on an error, the make will stop. Are you invoking it with a "-k" switch? That would make it continue regardless of an error. A dependency which states that tgt10 depends on tgt1, tgt2, tgt3, and so on might be useful to avoid it trying to make future targets when an earlier one fails. You can make a dependency for tgt2 to be tgt1, and so on. But I feel it should stop when it encounters the first target error.
2. If you're invoking via a script and not just running make with a single Makefile, then the script needs to look at the outcome of an embedded make command to cancel further calls. For example, in most scripts you can look at the variable $? which is the outcome of the last command, if it's non-zero, that typically means a problem for a command like make.
3. If you're using GCC to build, or if not then check to verify what switches you have available in your compiler that will cause these sorts of behaviors. -Werror makes every warning an error, therefore if you have a warning, it will stop compiling because it interprets the warning as an error. There is all -Wfatal-errors which will stop it compiling as soon as it encounters an error.