I have an ORA-06533 error in a select clausule - oracle

Question

I'm trying to do a select and I get an ORA-06533 subcript beyond count.
I don't understand why is this error because there are no subscripts in the select.
I post the relevant code:
TYPE Item IS RECORD (
entity number,
period number,
value NUMBER);
TYPE ItemSet IS TABLE OF Item;
modelo_pd ItemSet;
select id_scenario into sid from sae_lc_scen_var where us_type = num and type = 0 and id_segment = pid;
str := 'select distinct bd.entity_id, v.period_id, v.number_attribute_46 pd_pit
from sae_scenario s, sae_baseline b, sae_baseline_data bd, sae_entity e, v_sae_scenario_data v
where s.id = ' || sid || ' and b.scenario_type = s.scenario_type and b.id = bd.baseline_id
and bd.entity_id = e.id and b.id = s.baseline_id and v.scenario_id = s.id and v.baseline_id = b.id
and e.string_attribute_1 = ''' || t.name || ''' and v.e_string_attribute_1 = e.string_attribute_1';
execute immediate str bulk collect into modelo_pd;
The parameters for the query are from two other queries:
select id_scenario into sid from sae_lc_scen_var where us_type = num and type = 0 and id_segment = pid;
and the loop:
for t in (select v.id_segment, s.name, v.value expert, v.value3 selection, v.value2 correction from sae_lc_scen_var v, sae_lc_segments s
where v.us_type = 1 and v.type = 0
and s.id = v.id_segment and v.value <> 0)
The error raises in the dynamic select. That is in execute immediate str bulk collect into modelo_pd;
Any clue?
The full thing:
num := get_constant('US_TYPE_EAD_AGGREGATE');
for t in (select v.id_segment, s.name, v.value expert, v.value3 selection, v.value2 correction from sae_lc_scen_var v, sae_lc_segments s
where v.us_type = 1 and v.type = 0
and s.id = v.id_segment and v.value <> 0)
loop
-- value3: 0=Model, 1=Proxy VMG, 2=Expert, 3=PD_TTC
num := get_constant('US_TYPE_LGD_CALC_METHOD');
if t.selection = 0 then
num := get_constant('US_TYPE_MODELOS_PD');
select id_scenario into sid from sae_lc_scen_var where us_type = num and type = 0 and id_segment = pid;
str := 'select distinct bd.entity_id, v.period_id, v.number_attribute_46 pd_pit
from sae_scenario s, sae_baseline b, sae_baseline_data bd, sae_entity e, v_sae_scenario_data v
where s.id = ' || sid || ' and b.scenario_type = s.scenario_type and b.id = bd.baseline_id
and bd.entity_id = e.id and b.id = s.baseline_id and v.scenario_id = s.id and v.baseline_id = b.id
and e.string_attribute_1 = ''' || t.name || ''' and v.e_string_attribute_1 = e.string_attribute_1';
execute immediate str bulk collect into modelo_pd;

Answer 1

I've found the source of the error.
There is no rows for that select so when I use modelo_pd it gives that error.
What is unclear for me is why it is giving the line number way before the subscript is used.