Currently uncaught Win32 structures exceptions are only reported as a non-descript exception of unknown type.
Running the HostApp under msvc6 ExampleTest shows an uncaught exception of unknown type for division by 0. Same would be for Null Pointer access, Stack Overflow, etc.
I wrote a translator class that will throw a C++ exception when structured exceptions are triggered. Had to change DefaultProtector::protect method to properly handle stack-overflow exception catching. Current implementation generates a second stack overflow in its handler because of excesive stack use.
For anyone interested description of changes and source available here: