Personally, I consider them signals or messages. That a given message might be indicating that an exception occurred doesn't change the the fact that it's still a message from one subsystem to its caller. In fact, in some of my programming, I use a class hierarchy called Signal::*.

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We are the carpenters and bricklayers of the Information Age.

The idea is a little like C++ templates, except not quite so brain-meltingly complicated. -- TheDamian, Exegesis 6

Please remember that I'm crufty and crochety. All opinions are purely mine and all code is untested, unless otherwise specified.