REGR: exceptions not caught in _call_map_locations
- [ ] xref #32409
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

# NOTE: issue 'fixed' on master. This PR against 1.0.x branch

cc @jbrockmendel Could there still be issue on master with the exceptions not being caught?