Will C++ exceptions safely propagate through C code?

There is already a protocol for the callback to abort the API call. From the docs:

If an sqlite3_exec() callback returns non-zero, the sqlite3_exec() routine returns SQLITE_ABORT without invoking the callback again and without running any subsequent SQL statements.

I'd strongly recommend you use this instead of an exception.

SQLite is expecting you to return a SQLITE_ABORT on error and a 0 return code for no error. So you ought to wrap all your C++ callback in a try catch. Then in the catch return a SQLite SQLITE_ABORT error code, otherwise a zero.

Problems will occur if you bypass returning through SQLite as it will not free up/complete whatever code it does after you return back from your callback. This will cause untold problems potentially some of which maybe very obscure.

My guess is that this is compiler dependent. However, throwing an exception in the callback would be a very bad idea. Either it will flat-out not work, or the C code in the SQLite library will be unable to handle it. Consider if this is some code in SQLite:

{
  char * p = malloc( 1000 );
  ...
  call_the_callback();  // might throw an exception
  ...
  free( p );
}

If the exception "works", the C code has no possible way of catching it, and p will never be freed. The same goes for any other resources the library may have allocated, of course.