I'm talking about using the split function to split the line into an array of fields, like this:

my $line = 'DATA/-/data123/data456//data789/-/AZ';
my @fields = split '/', $line;
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that will put the fields in that array. Then you can check the first element of the array, $fields[0] , to see if it's in your hash of important keywords. If it is, you can grep the rest of the fields to see if any are the empty string or a dash. Here's an example with the sample line you gave:

#!/usr/bin/env perl
use 5.010; use strict; use warnings;

my %keys = ('DATA' => 1);        # setup a hash of keywords

my $line = 'DATA/-/data123/data456//data789/-/AZ';
my @fields = split '/', $line;   # split line into fields on a slash
if( $keys{$fields[0]} ){         # is the first element in my hash of 
+keywords
    my $keyword = shift @fields; # remove the keyword from the fields 
+array
    if( grep { $_ eq '' or $_ eq '-' } @fields ){   # are any elements
+ empty or a dash?
        say "Line has problems, keyword $keyword";
    }
}
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