ZeroMQ's author has written a wonderful article about how he should've picked C in place of C++ in a mission-critical setting, even despite personally preferring C++ himself.
Instead of having a Constructor + init method you could have a static create function which returns an optional or a pair.
I have a hard time seeing in what case you would want to throw in a destructor though? Maybe I'm just writing a different kind of code :)
I can't imagine that case either - but what I can imagine is that your destructor calls a function that calls a function ... that calls a function you didn't realize can throw.