FWIW, GetLastError() docs[1] officially scare us:

Most functions that set the thread's last-error code set it when they fail. However, some functions also set the last-error code when they succeed. If the function is not documented to set the last-error code, the value returned by this function is simply the most recent last-error code to have been set; some functions set the last-error code to 0 on success and others do not.

[1] https://msdn.microsoft.com/en-us/library/windows/desktop/ms679360(v=vs.85).aspx