>>But if those lines throw a different, unexpected error you will never know......
>
>What would you see as an adjustment to answer this specific situation?

At the very least throw on any exception except the expected one If, for example, you are expecting a DirectoryNotFound exception:

Try
Catch loError As DirectoryNotFoundException
  ' Ignore this error
End Try
'Other exceptions will be caught by higher level handler

If there's some condition you can check in the Catch to further verify that the exception is the expected one then check that and if it's not as expected then throw again. Also if you can narrow down the line that throws the exception then only put that in the Try block.