Hopefully this will soon be a problem of the past.
I just merged a mitigation in LLVM that should prevent this false positive error. See: https://github.com/llvm/llvm-project/pull/159618

The PR makes it so that catch parameters are not instrumented on Windows (instrumenting them correctly is complex), which should prevent this issue altogether. It means less coverage (inside a catch-block), but in practice it should mean we can run ASan on more unmodified Windows try-catch code.