The mystery of the twin exceptions

try { /* init code here */ }
	  catch (Exception ex)
	  {
		 try
		 {
			_DeinitializeEngine();
		 }
		 catch (Exception ex2)
		 {
			throw new OCRException("Engine failed to initialize; ALSO failed to deinitialize engine!", ex2);
		 }
		 finally
		 {
			throw new OCRException("Engine failed to initialize; failed to initialize license!", ex);
		 }
	  }

static void Main(string[] args)
    {
        try
        {
            principalMethod();
        }
        catch (Exception e)
        {
            Console.WriteLine("Test : " + e.Message);
        }
        Console.Read();
    }

    public static void principalMethod()
    {
        try
        {
            throw new Exception("Primary");
        }
        catch (Exception ex1)
        {
            try
            {
                methodThatCanCrash();
            }
            catch
            {
                throw new Exception("Cannot deinitialize", ex1);
            }
        }
    }

    private static void methodThatCanCrash()
    {
        throw new NotImplementedException();
    }

try { /* init code here */ }
catch (Exception ex)
{
    // Passing original exception as inner exception
    Exception ocrex = new OCRException("Engine failed to initialize", ex);

    try
    {
        _DeinitializeEngine();
    }
    catch (Exception ex2)
    {
        // Passing initialization failure as inner exception
        ocrex = new OCRException("Failed to deinitialize engine!", ocrex);
    }
    throw ocrex;
}