A SEH (Structured Exception Handling) exception is not a C++-exception that can be handled using c++-language constructs (try-catch) but it is raised from windows itself and points to some fundamental flaw. SEH-exceptions are very annoying because they do not cause normal stack unwinding which can lead to unclosed files or not-unlocked mutexes that should normally cleared by the destructors of the owning object.
I have encountered SEH-exceptions when accessing memory that does not belong to the current process so I recommend looking at memory-related instructions in the constructor and destructor of CSig.
You can read about SEH, for instance, here