Managing batch runs of Fortran programs
If what worries you is readability use a function that takes care of the exception:

boolean error = false;
for(String file_name : files_to_move){
    error |= moveTheFile(...);
}
if (error) {
    // throw your exception here
}


The function would be something like:

private boolean moveTheFile(...) {
    try {
         Script.move(QNFiles.getProject(), file_name, calcDir);
    } catch (Exception ex) {
        Logger...blah.blah.blah;
        return true;
    }
    return false;
}