Can an exception be handled in another class, assembly, or abstract class?
public class StackUserDataSource : AbstractEnhancedTableDataSource<StackUserDataServiceContext>
{
  //.. stuff

 public IEnumerable<StackUserDataModel> Select()
    {
        try
        {
            var results = from c in _ServiceContext.StackUserTable
                          select c;

            var query = results.AsTableServiceQuery();
            var queryResults = query.Execute();

            return queryResults;
        }
        catch (StorageClientException e)
        {

           // Todo: consider sticking this in another central location
            switch (e.ErrorCode)
            {
                case StorageErrorCode.AccessDenied:
                    break;
                case StorageErrorCode.AccountNotFound:
                    break;
                case StorageErrorCode.AuthenticationFailure:
                    break;
                // ... Yadda yadda, handle some exceptions, not others.. this is a demo.
                case StorageErrorCode.TransportError:
                    break;
                default:
                    break;
            }
            throw;
        }
    }

try
        {
            var results = from c in _ServiceContext.StackUserTable
                          select c;

            var query = results.AsTableServiceQuery();
            var queryResults = query.Execute();

            return queryResults;
        }
        catch (MyExternalExceptionHelperDLL e)
        {
            // all exceptions referenced in MyExternalHelper are passed below
            MyExternalExceptionHelper.ProcessException(e);
         }
         catch (exception)
        {
         }

try
        {
            var results = from c in _ServiceContext.StackUserTable
                          select c;

            var query = results.AsTableServiceQuery();
            var queryResults = query.Execute();

            return queryResults;
        }
         catch (exception e)
        {
           MyExternalExceptionHelper.ProcessException(e);

           // The problem is that I don't know how to catch exceptions thrown from that static method above,
           // or how to override that exception handling...
        }

public IEnumerable<StackUserDataModel> Select()
{
    try
    {
        ...
    }
    catch (StorageClientException e)
    {
       // You could do this if there is no fancy processing to do
       if (!IsCatchableException(e))
          throw;
    }
}

bool IsCatchableException(StorageClientException e)
{
    ... optionally do some fancy processing of the exception, e.g. logging....
    switch (e.ErrorCode)
    {
        case StorageErrorCode.AccessDenied:
        case StorageErrorCode.AccountNotFound:
        ....
        return true;
    }
}