Clasp, and implementation of Common Lisp in C++ on LLVM, has exceptions interop. The creator of Clasp even hooked up the Lisp GC to be able to automatically manage C++ objects. A compacting GC, mind, that automatically updates pointers to the managed C++ objects that it moves.
More detail would be appreciated, I'm not aware of any non-transpiling language that actually support full C++ RTTI/exceptions interop.