Exception chaining

[monarch_dodra]

In one of my exception handling blocks, I call some code that 
could *also*, potentially throw (it's actually a loop, where each 
iteration can throw, but I have to do them *all*, meaning I need 
to handle *several* extra exceptions). I'm wondering what the 
"correct" way of handling both exceptions is.

We can chain them, but which comes first? Ideally, it'd be first 
in, first out, but given that exceptions make a singly linked 
list, pushing back is expensive (well, as expensive as it can get 
in exception handling code I guess).

It's actually the amount of code I'd have to put deploy to get 
the "end" of the original chain first (if it had some), then 
append the exception to to the chain, update the tail etc. Seems 
cumbersome.

Is there an "easy" or "built-in" way to same 
"myFirstException.append(newException)"?

Is it even worth doing it? I mean, after doing all this, I 
noticed that when an application dies due to an exception, it 
just ignores the chained exceptions... Kind of sad.

Has anybody ever chained exceptions? Has anybody ever cared about 
anything past the first exception when catching them?