[gdb] Fix rethrow exception slicing in insert_bp_location

The preferred way of rethrowing an exception is by using throw without
expression, because it avoids object slicing of the exception [1].

Fix this in insert_bp_location.

Tested on x86_64-linux.

[1] https://en.cppreference.com/w/cpp/language/throw

Approved-By: Andrew Burgess <aburgess@redhat.com>