From the docs for IO::All, it looks like there are a couple of possibilities that might help you do what you want:

• errors
  Use this to set a subroutine reference that gets called when an internal error is thrown.
• throw
  This is an internal method that gets called whenever there is an error. It could be useful to override it in a subclass, to provide more control in error handling.

Update: after looking at the source, I think you are going to want to subclass throw:

sub throw {
    my $self = shift;
    require Carp;
    ;
    return &{$self->errors}(@_)
      if $self->errors;
    return Carp::confess(@_)
      if $self->_confess;
    return Carp::croak(@_);
}
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