Calling PB 2019-R3 object from C++. I'm getting 'Unhandled Exception' in the error object and no exception in the C++ code. Any idea?

The PowerBuilder function:

public function integer of_exception (integer ai_value) throws n_cst_exception;n_cst_exception ex
Integer li_calc

ex = Create n_cst_exception

ex.SetMessage("Something went wrong!")

Throw ex

li_calc = ai_value * ai_value

Return li_calc

end function

The C++ code:

try
{
   // Call the function
   session->InvokeObjectFunction(pbobj, mid, &ci);

   // Was PB exception thrown?
   if (session->HasExceptionThrown())
   {
      // Handle PB exception
      session->ClearException();
      WriteToLogFile(L"PB exception");
   }
}
catch (...)
{
   // Handle C++ exception
   WriteToLogFile(L"C++ exception");
}