Exceptions between shared C++ libraries in g++

As far as I know it is not defined (undefined behaviour) in C++STD how compiled application should handle situations when one shared library raises exception inside another one [shared lib]. The code produced by G++/Linux shows that it is possible to raise exceptions between shared libraries.

My questions are:

1. Is it portable (MSVS) ?
2. In which cases shared library A will not be able to handle an exception from shared library B? [I mean the application would crash; library A knows about possible exceptions from B].
3. Does exception handling behaviour in my example depend on linker?