Large language models can achieve strong Text-to-SQL benchmark performance while still producing schema and query-logic errors. Most evaluations characterize such failures only in the final generated query, making it difficult to determine whether a related error was also observed in an earlier, simpler step or appears only at the final stage. We present a drill-down evaluation framework that decomposes Text-to-SQL queries into progressively more complex executable sub-queries and corresponding natural-language questions, allowing rule-based hallucination categories to be examined across a generation path. We distinguish recurrent hallucinations, in which the same rule-based category is observed in an earlier step and again in the final query, from emergent hallucinations, in which the category is observed at the final step without an earlier detection in the same path. Across five LLMs evaluated on an expanded BIRD-mini benchmark, several categories show appreciable recurrence probabilities, while clause abuse shows comparatively higher conditional emergence. Under the conversational-history condition, recurrence probabilities are generally higher and emergence probabilities are generally lower. These observations indicate that the two conditional measures do not move uniformly in the same direction under additional context and motivate trajectory-level analysis in addition to final-output evaluation. Code and evaluation artifacts are available in the project repository. https://github.com/HaydenMM/bird-mini-drilldown

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