Remove places where exceptions are unconditionally swallowed.

[WardBrian]

Summary:

There are a few places where we catch std::exception and do not end up re-throwing it. This prevents features like stan-dev/stanc3#1393 (an exit() function in the language), and leads to some unexpected behavior.

For example, if an indexing exception occurs during initialization, the program halts. If it occurs during sampling, it's all good. Run this program a few times to get a sense of this:

parameters {
  real mu;
}
model {
  mu ~ normal(0, 1);
  
  if (mu < 0) {
    array[1] int sigma;
    print(sigma[2]);
  }
}

Description:

I believe I have found the relevant places that need to change and highlighted them here: https://gist.github.com/WardBrian/a21b6e650606e562ca1466eedaa3eb47

When a similar change was made in #2307, the choice was to not catch anything that isn't a std::domain_error. This is what reject() throws in the language, and a lot of our math functions as well, and generally seems like a good choice for "recoverable".

Current Version:

v2.34