I put the try-catch block there in case there is an exception because I don't want the Editor to crash if the Game DLL causes an exception. Would this be considered as exception handling across binaries?
It would. If you were to stick to native plugins and DLL architecture, one approach is to marshall exceptions across the DLL boundary. A simplistic way of doing this is to surround your plugins in a catch(...) so that no exception leaks from the DLL (you can also catch and handle specific exceptions in the same place) -- then, just have your DLL function log the exception data as a dump, and pass back an integer value that indicates the type of the exception. Your client can look up the error code and present the user with a basic description of the exception, and point them to the log for more information -- if necessary, certain error codes might mean for your client to throw the indicated exception itself, as a means of propagating the error to where it can be handled correctly.