CLaSP: Allow Exception filters on Non-mutating requests

[ryanbrandenburg]

As per https://github.com/dotnet/roslyn/pull/64445#discussion_r988249157 the Roslyn team would like to be able to set exception filters on non-mutating requests so that they have the option to capture a dump before losing the stack.

This would likely be accomplished by setting the exception filter here and having a virtual method on it that they could override.

CC @jasonmalinowski who's idea this was.