lld_items_make() should check the return code of substitute_key_macros() for SNMP OID field and produce a frontend error in cases when prototype OID is not valid or macro substitution in SNMP dynamic index fails. However, this is not a trivial fix because snmp_oid_proto is currently created for non-SNMP items as well.

Some work has been done in this direction for other item fields/types in ZBX-10723, ZBX-10828 and ZBX-11223.