Embarcadero C++ Builder TADOConnection try catch

Question

I write DLL with Embarcadero C++ Builder XE5. I use TADOConnection to connect database on MS SQL Server.

//======
try {SQLConnection->Connected = true;}
catch(...)
{
// exception handling
};
//======

Everything works fine until the server is unavailable for one reason or another. The fact that the usual method of catching exceptions (try catch) doesn't work, if you run the app not from under IDE, and the program crashes. There is a suspicion that it's a bug in XE5. If anyone has faced this or a similar problem and solved it, please suggest a solution.