in reply to naming anonymous subroutines inner variables

Seems a waste to copy the sql from, e.g., $self->{SQL}->{test} to $self->{test}, and I would assume $self is already a closure, so you shouldn't need to pass it to the sub, and the sth itself can be a closure and so not stored directly in $self, so I might go with:
for ( keys %{$self->{SQL}} ) { my $name = $_; my $dbh = $self->{DBO}; my $sth = $dbh->prepare($self->{SQL}{$name}; $self->{STH}{$name} = sub { my @res; $sth->execute(@_); while (my $dbrow = $sth->fetchrow_hashref()) { # Not sure why you're making a reference to a hashref here push @res, \$dbrow; } return \@res; }; }
And if you don't need to have references to hashrefs in the arrayref, then the execute() and the while loop can be replaced with:
my $res = $dbh->selectall_arrayref($sth, {Slice => {}}, @_); return $res;
Or even (only $sth needs to be a closure):
return $sth->{Database}->selectall_arrayref($sth, {Slice => {}}, @_);