The most common pronunciations in France are:

[ilafɛ ynɛʁœʁ] (ilafè unèreur)

and

[ilafe yneʁœʁ] (ilafé unéreur)

The liaison is possible [ilafɛtynɛʁœʁ] (ilafètunèreur) but extremely rare in casual French and still uncommon in formal French. An exception would be a French language teacher providing hints to schoolchildren during a dictée.

When the sentence is spoken quickly, the initial I can be slightly or significantly dropped and the U can be soften and often turned into a “schwa”.

[lafɛənɛʁœʁ]

This seems to be what your heard as “Il a finerreur”.