SQL Server TRY/CATCH does not work in certain cases

Unfortunately, there is no way. SQL Server MVP Erland Sommarskog has a series of brief* articles on the subject of handling errors in SQL Server that starts here: Error and Transaction Handling in SQL Server The issue you're running into with the Agent job is that it calls an extended stored procedure. This gives rise to the error.Particularly, that error comes from master.dbo.xp_sqlagent_notify. Erland covers that issue here: I know you mentioned you're not interested in bespoke solutions that aren't broadly applicable, it's worth mentioning that, when dealing with Microsoft-shipped stored procedures, one solution to this SQL Server TRY / CATCH issue is to always capture the return code of the procedure. If it's non-zero, you can manually raise an error to trigger the CATCH block (thanks Dan Guzman).

What SQL Server TRY/CATCH Doesn’t Handle?

• Besides the object handling error, here are some more things that SQL Server TRY/Catch doesn’t handle.
• Warnings or informational messages that have a severity of 10 or lower
  
• Errors that have a severity of 20 or higher that stop the session
  
• Attentions
  

When a session is KILLed

• Additionally, there are some errors that are not handled when it occurs at the same level as the TRY/CATCH:
  
• Compilation errors
  
• Errors that occur during statement-level recompilation (object existence errors fall into this category)
  
• In all of these cases, just ensure that the calling application/object handles the error.