CLN: Define UDFException for catching arbitrary Exception
Alias `UDFException = Exception` (User Defined Function) for cases where we can't be more specific than `except Exception`, but this way we can be explicit that we're doing this on purpose.

Maybe at the end of this process we can add a code check to disallow `except Exception` altogether.
I would personally rather just use `except Exception` for this, as this is plain python that is working fine. 
(in any case, if we add it, it should be internal, and not in the public `pandas.errors` IMO)

If it is for linting, we can also require a specific:

```
except Exception:  # noqa
```

and only have a code check for `except Exception:` without that additional `# noqa`. This way, we also have a way to be explicit about doing a `except Exception` on purpose. agree with @jorisvandenbossche here; we shouldn’t have an  exception catchall that is custom Fair enough.  Closing.