Exceptions are not caught in GCC program

Answer 1

Both the client .exe and the shared library should to be linked with libgcc in order to throw across shared library boundaries. Per the GCC manual:

... if a library or main executable is supposed to throw or catch exceptions, you must link it using the G++ or GCJ driver, as appropriate for the languages used in the program, or using the option -shared-libgcc, such that it is linked with the shared libgcc.