Intercepting an exception inside IDisposable.Dispose

You can extend IDisposable with method Complete and use pattern like that:

using (MyWrapper wrapper = new MyWrapper())
{
    throw new Exception("Bad error.");
    wrapper.Complete();
}

If an exception is thrown inside the using statement Complete will not be called before Dispose.

If you want to know what exact exception is thrown, then subscribe on AppDomain.CurrentDomain.FirstChanceException event and store last thrown exception in ThreadLocal<Exception> variable.

Such pattern implemented in TransactionScope class.