Monitoring Exceptions raised by an executable

Using tools like strace I can figure out the signals a program receives as it executes, regardless of whether or not signal handlers for those signals have been defined.

[EDIT]
In order to do the same on Windows I’m following what’s mentioned here. I tested it by having a test process sleep at the start for about 20 seconds, then crash by jumping to 0x41414141. As it sleeps I attach procdump.exe to the process and then monitor the exceptions in procmon.exe. Is there a way I can do this without the sleep? I tried running it from OllyDbg and then attaching procdump.exe but the message would say that the process is already being debugged.

Any advice on how I could proceed?