In C++, you can override the __cxa_throw() function to implement a fully-fledged condition system that calls handlers on top of the stack instead of unwinding first. Call the real __cxa_throw if there's no dynamic handler.

To top it off, you can provide a "restart" class that this new __cxa_throw treats like ordinary C++ exceptions, and throw an instance of it to perform the "exit".

I have no idea if this hack would comply with the standard, but it works with GCC.

You'd be missing COMPUTE-RESTARTS, however, so there'd be no asking the user where to jump.