exception.getobjectdata is supposed to return serializable data about the exception, but I don't know much about it. You could parse the exception.tostring text for the text starting with "line no...."
I'm not sure if it would help in an exe; since most comments are stripped out, I don't know if the line numbers there would necessarily match those in the IDE.
exception.targetsite.tostring will give you the sub that threw the exception.