problem with exceptions on egcs1.1.2

[Christophe Trophime]

I am currently using B20.1 and egcs1.1.2. I am trying to port on NT4 a
code developped on SGI which uses exceptions.
I have some problems with exception.

I tried this simple example :

include <strings.h>
#include <stdlib.h>

#include <iostream.h>
#include <iomanip.h>
#include <fstream.h>

class File_Exception{
       public :
        char * filename;
  char * status;
        File_Exception(const char *msg) {
                        filename = new char [strlen(msg)+1];
         strcpy(filename, msg);
   status = NULL;
        };
        virtual ~File_Exception() {
     cout << "File_Exception Destructor : " << filename << " " << status
<< endl << flush;
     delete[] filename;
     delete[] status;
  };
  virtual void debug_print(){
     cerr << "File_Exception : ";
     cerr << filename << " " << status;
     cerr << endl << flush;
  };
  void set_status(const char * _thestatus){
                   status = new char[strlen(_thestatus)+1];
     strcpy(status,_thestatus);
  };

};
class File_NotFound : public File_Exception{
       public :
        File_NotFound(const char *msg) : File_Exception(msg) {
     File_Exception::set_status("file not found");
                };

};

class SimpleReader
{
   protected:

      char *                           filename;
      ifstream *                            str;

   public:

      // Constructors and Destructor

      SimpleReader(char * name)
      {
         filename = new char[strlen(name)+1];
         strcpy(filename, name);

         str = new ifstream(filename, ios::in|ios::nocreate);
      };

     virtual ~SimpleReader(){
        str->close();
        delete str;
        delete[] filename;
     };

     void init(){if (str->fail()) throw File_NotFound(filename);};

};

int main(int argc, char *argv[])
{
 int result = 0;
 SimpleReader * psr = new SimpleReader(argv[1]);
 try {
    psr->init();
 }
 catch(File_Exception & msg){
      msg.debug_print();
      result=1;
 }

 delete psr;
 return result;
}

It works fine on SGI (using either gcc 2.8.1 or Mipspro 7.20) but
it gives me the following error message with egcs1.1.2 :

File_Exception Destructor : C++_loops_elma file not found
File_Exception : ?"A
File_Exception Destructor : ?"A
[main] D:\Users\Trophime\Thelma\usr\test_exceptions.exe 2784 (0)
handle_exceptions: Exception: STATUS_ACCESS_VIOLATION
[main] test_exceptions 2784 (0) handle_exceptions: Dumping stack trace
to test_exceptions.exe.core

The exception is deleted before it is caught by my handler which is not
the case on SGI.

Do I make something wrong?
Is there a work around to make exception working?
Or should I consider upgrade to GCC2.95?

Thanks for help.