Is there any way to program dsPIC33EP in C++?
Microchip provides a free C++ compiler only for the PIC32 family.

As for the 16 bit PICs, like your dsPIC33EP, there is an C/EC++ compiler from IAR (IAR Embedded Workbench for Microchip dsPIC/PIC24), but it is not supported anymore (legacy).

EC++ = Embedded C++