DDL:

SET SQL DIALECT 3;

SET NAMES WIN1251;

CREATE TABLE NEW_TABLE (
    F1 VARCHAR(30),
    F2 VARCHAR(30),
    F3 VARCHAR(30),
    DATA_REG DATE
);

Error on script:

EXECUTE BLOCK(
IN_F1 VARCHAR(30) = :IN_F1,
IN_F2 VARCHAR(30) = :IN_F2,
IN_F3 VARCHAR(30) = :IN_F3)
AS
BEGIN
    IF (NOT(EXISTS(SELECT * FROM NEW_TABLE NT WHERE NT.F1=:IN_F1 AND NT.F2=:IN_F2 AND NT.DATA_REG=CURRENT_DATE))) THEN
        BEGIN
        END ELSE
        BEGIN
        END
END

Server closes connection on script:

EXECUTE BLOCK(
IN_F1 VARCHAR(30) = :IN_F1,
IN_F2 VARCHAR(30) = :IN_F2,
IN_F3 VARCHAR(30) = :IN_F3)
AS
BEGIN
    IF (NOT(EXISTS(SELECT * FROM NEW_TABLE NT WHERE NT.F1=:IN_F1 AND NT.F2=:IN_F2 AND NT.DATA_REG=CAST(CURRENT_DATE AS DATE) ))) THEN
        BEGIN
        END ELSE
        BEGIN
        END
END

No problem on script, eg:

EXECUTE BLOCK(
IN_F1 VARCHAR(30) = :IN_F1,
IN_F2 VARCHAR(30) = :IN_F2,
IN_F3 VARCHAR(30) = :IN_F3)
AS
BEGIN
    IF (NOT(EXISTS(SELECT * FROM NEW_TABLE NT WHERE NT.F1=:IN_F1 AND NT.F2=:IN_F2 AND NT.DATA_REG='dd.mm.yyyy'))) THEN
        BEGIN
        END ELSE
        BEGIN
        END
END