Using a DATA step approach, one technique would be to create/maintain an "exception" SAS file in addition to your primary SAS data table(s). The DATA statement can specify more than one output file and use some type of IF/THEN/OUTPUT logic statements to re-direct (your word "catch") observations that do not meet your criteria and send them to a separate table for post-processing of some sort.
You will need to decide how to handle the exceptions, for how long to keep them in the exception file, possibly track the number of executions when a particular exception is generated, and produce some exception-reporting, and possibly develop into your application a method of correcting exceptions, if feasible.
Scott Barry
SBBWorks, Inc.
Step-by-Step Programming with Base SAS(R) Software - Understanding DATA Step Processing
http://support.sas.com/documentation/cdl/en/basess/58133/HTML/default/a001304324.htm
SAS(R) 9.2 Language Reference: Concepts - The Data Step
http://support.sas.com/documentation/cdl/en/lrcon/61722/HTML/default/a000992092.htm
SAS(R) 9.2 Language Reference: Concepts - About DATA Step Execution
http://support.sas.com/documentation/cdl/en/lrcon/61722/HTML/default/a001331122.htm