Indeed, you have to roll your own data structures. This is pretty common in the game development world, where exceptions are considered to have unpredictable performance characteristics.
That is a pretty tight requirement, considering the internals of Ogre 3D engine. It is full with exception classes (some might argue it is way too overengineered.)
Are custom data structures available as open source that don't use exceptions? Or perhaps can you please name an engine that already has this?
Valve's Source SDK makes extensive use of their own data structures, however it is very specialized. For example, linked lists are allocated as growing, contiguous blocks of memory to reduce cache misses. The Doom3 source code might be worth looking at, but I'm sure it's the same story. https://github.com/TTimo/doom3.gpl
At the very least, there's a lot of great reference out there.