- Is some big buffer allocated into which they are placed, on a per-stack basis (in which case, who allocates it? What if I stupidly use CreateThread instead of _beginthreadex)?
- Is the exception constructed first and copied there (or else what happens when an exception is thrown during exception object construction - when is the exception considered thrown)?
- How big can an exception object be?
- If I do something silly to increase the alignment of a class, is that handled?
- How do exception frames work within exception handlers? So on.