What exception type does C++ see when a C# class marked ComVisible throws an exception?

Question

I have a C# class marked ComVisible that has a function that writes to a file. If the folder the file is supposed to be written to does not exist, it throws a System.IO.DirectoryNotFoundException. If I use throw; to raise it back to the C++ client, it doesn't get caught by any handler I know of except a generic (...) one. What is the type of the exception object that the handler will get?

Here is the client method:

void CRXReport::Export(CCOMString Destination)
{
    CWaitCursor Wait;
    // m_Report->Export("c:/misc/report2.pdf");
    CCOMString message;
    message << _T("Trying to export a report to ") << Destination;
    AfxMessageBox(message);
    if ( m_Report != NULL ) 
    {
        try
        {
            m_Report->Export(Destination.AllocSysString());
        }
        catch (CException& ex)
        {
            AfxMessageBox(_T("Failed to export the report; caught a CException reference."));
        }
        catch (CException* pEx)
        {
            AfxMessageBox(_T("Failed to export the report; caught a CException pointer."));
        }
        catch (_com_error* e)
        {
            AfxMessageBox(_T("Failed to export the report; caught a _com_error reference."));
        }
        catch (...)
        {
            AfxMessageBox(_T("Failed to export the report; caught something else."));
        }
    }
}

And, although I don't think it matters, here's the server method:

public void Export(string destination)
{
    LogOnToTables();
    try
    {
        _report.ExportToDisk(ExportFormatType.PortableDocFormat, destination);
    }
    catch (Exception ex)
    {
        MessageBox.Show("Failed to export report: " + ex.Message);
        throw;
    }
}

Answer 1

The first comment contains the answer. I needed to catch a _com_error reference, not a pointer.