Embarcadero C++ Builder TADOConnection try catch

I write DLL with Embarcadero C++ Builder XE5. Platform Win64. I use TADOConnection to connect a database on MS SQL Server.

//======
try {SQLConnection->Connected = true;}
catch(...)
{
// exception handling
};
//======

Everything works fine until the server is unavailable for one reason or another. The fact that the usual method of catching exceptions (try catch) doesn't work, if you run the app not from under IDE, and the program crashes. There is a suspicion that it's a bug in XE5. In the debugger the message is '[DBNETLIB][ConnectionOpen(Connect()).]SQL Server does not exist or access denied'. There was no the flag "Build with runtime packages" in linker options. I set it. The error was catched. But now i need to put near my dll some bpl's. It is not good. If anyone has faced this or a similar problem and solved it, please suggest a solution. Thank's a lot.