Avoiding CA2122 from Code Analysis in VS2012 with SecuritySafeCritical fails

Question

I have here a C++/CLI solution which isn't mixed with native C++ (although we have this type too). It consists of three projects, where are two relevant for my question.

The first one is a static library (.lib) and deals with Acitve Diretytory matters.
The second one is the executable main project (.exe) which depends on the other projects.

I'm new to Visual Studio 2012 and want to use the advantages of tools like the code analysis. Running the code analysis over the solution reveals several CA2122 warnings:

CA2122 Do not indirectly expose methods with link demands

I understand the security concerns related to this warning and I think I understood how to deal with it, although I'm also new to this security stuff. This warnings are related to the Active Directory code when the whole solution is examined, while examining only the lib-project they will not appear and everything seems to be ok.

Now to the core of the problem:

1. I tried to mark all methods where I'm warned with the SecuritySafeCritical attribute
   --> no changes, same warnings
2. I've solved this warning in another project by marking the whole assembly as SecurityCritical and adding the SecuritySafeCritical to the problematic method. This will not work since adding a AssemblyInfo.cpp with marking the assembly as SecurityCritical will not affect this problem. (I know that *.cpp seem to be obsolete in managed static librarys since the code seem to have to be complete in the header files making this kind of project obsolete... but we don't want to have .dll for every small part and we also want to have this stuff capsulated in an own project instead of having some loose header files or have it mixed with other regions)
3. After that I tried to mark the whole assembly of the main project as SecurityTransparent because so far I understand this SecuritySafeCritical marked code can be called by SecurityTransparent or SecurityCritical code (what is for me every kind of security). --> My as SecuritySafeCritical marked methods now are marked with CA2141 warnings and many other methods produce new warnings (most of them are related to exception handling):

   CA2141:Transparent methods must not satisfy LinkDemands
   CA2140: Transparent code must not reference security critical items

4. So I decided to try marking this assembly as SecurityCritical too.
   --> My SecuritySafeCritical methods finally produce no warnings, but there are still all these other warnings from methods having exceptionhandling.

So I don't know how to solve this problem. I assume that having a managed static library is the problem and when having just a dll-project maybe I could solve the problem as mentionend in 2., but I want to avoid to share another *.dll project with our programs.
I searched for a solution but found nothing which would help in this case. Also informations on this topic are rare, out of date (because related to .Net Framework 2.0 while the whole security thing seems to be changed massively with .Net Framework 4.0) or hard to understand for me. So I hope someone has an idea what I could try or what I should do.