Add native exception filter holder.
The problem is that the debugger unhandled managed exception notification is sent
because the proper filter function (InternalUnhandledExcpetionFilter) isn't called
and the filter can't be called currently during the first pass of managed exception
dispatch that it requires.
The NativeExceptionHolder is used to hold the filter handler for the
PAL_TRY/PAL_EXCEPT/PAL_EXCEPT_FILTER macros so managed exception dispatcher
can call them during the first pass like real SEH on Windows.