I have a pretty large application that dynamically loads shared objects and executes code in the shared object. As a precaution, I put a try/catch around almost everything i
Your question is asking for something that isn't conceptually possible.
Try blocks are defined as dynamic constructs of the stack. A try block catches exceptions thrown by code reached dynamically, by call, from its contents.
When you create a new thread, you create a brand-new stack, that is not at all part of the dynamic context of the try block, even if the call to pthread_create is inside the try.