In file include\xlw\macros.h there are macros that have exception handlers where std::runtime_error is caught.
I think std::exception should be the exception being handled there, as this will catch all standard exception plus used-defined exceptions deriving from std::exception.
Find attached a patch (over the file installed by xlw-3.0.0f0.exe) with the proposed change.
Congratulations for a great tool.
patch with proposed change
Its fixed in xlw 4 Beta 1