Right now a fair amount of code looks like:

try
...
catch (const gdb_exception &)
... stuff

However,this can end up swallowing a QUIT if one is not careful.

I think it would be better to catch 'const gdb_exception_error &'
in nearly every spot.

One question is what to do with this:

struct gdb_quit_bad_alloc
  : public gdb_exception_quit,
    public std::bad_alloc


I don't know why it derives from the _quit form and not
_error.  Perhaps that's fine, though, since it would just
end up returning to the top level.