Problema con alterar y luego actualizar al intentar capturar con tran usando Transact-SQL

Aunque estoy escribiendo mi propia respuesta, todo el crédito es para @Mikael Eriksson, quien sugirió que necesito separar diferentes lotes con GO, para que el código que altera la tabla no entre en conflicto con el código que usa la tabla alterada. ¡Gracias Mikael!

USE PUK;
GO
BEGIN TRANSACTION;
BEGIN TRY

   -- - Modify RETRIEVAL_STAT
   alter table dbo.RETRIEVAL_STAT add
      SOURCE nvarchar(10) NULL,
      ACCOUNTNUMBER nvarchar(50) NULL,
      PUK nvarchar(20) NULL;

END TRY
BEGIN CATCH
    SELECT
        ERROR_NUMBER() AS ErrorNumber
        ,ERROR_SEVERITY() AS ErrorSeverity
        ,ERROR_STATE() AS ErrorState
        ,ERROR_PROCEDURE() AS ErrorProcedure
        ,ERROR_LINE() AS ErrorLine
        ,ERROR_MESSAGE() AS ErrorMessage;
    IF @@TRANCOUNT > 0
        ROLLBACK TRANSACTION;
END CATCH;
IF @@TRANCOUNT > 0
    COMMIT TRANSACTION;
GO


USE PUK;
GO
BEGIN TRANSACTION;
BEGIN TRY

    -- transform logic.
   UPDATE      dbo.RETRIEVAL_STAT
   SET         SOURCE = 'ABC',
               ACCOUNTNUMBER = ABC.ACCOUNTNUMBER,
               PUK = ABC.PUK
   FROM        RETRIEVAL_STAT RS
   INNER JOIN  ABC
   ON          RS.SERVICE_NUMBER = ABC.SERVICENUMBER;

   UPDATE      dbo.RETRIEVAL_STAT
   SET         SOURCE = 'DEF',
               ACCOUNTNUMBER = DEF.BILLINGACCOUNTNUMBER ,
               PUK = DEF.PUK
   FROM        RETRIEVAL_STAT RS
   INNER JOIN  DEF
   ON          RS.SERVICE_NUMBER = DEF.SERVICENUMBER;

   UPDATE      dbo.RETRIEVAL_STAT
   SET         SOURCE = 'No Match'
   WHERE       SOURCE IS NULL;

    -- Fix other columns that should be not nullable.
   alter table dbo.RETRIEVAL_STAT
      alter column SERVICE_NUMBER nvarchar (50) NOT NULL;
   alter table dbo.DEF
      alter column PUK nvarchar (20) NOT NULL;


END TRY
BEGIN CATCH
    SELECT
        ERROR_NUMBER() AS ErrorNumber
        ,ERROR_SEVERITY() AS ErrorSeverity
        ,ERROR_STATE() AS ErrorState
        ,ERROR_PROCEDURE() AS ErrorProcedure
        ,ERROR_LINE() AS ErrorLine
        ,ERROR_MESSAGE() AS ErrorMessage;
    IF @@TRANCOUNT > 0
        ROLLBACK TRANSACTION;
END CATCH;
IF @@TRANCOUNT > 0
    COMMIT TRANSACTION;
GO