How to create custom shipping exception?

According to Oracle Implementation Manual we would like to create new Shipping Exception.

The problem is that also we would like to create logic associated with this exception that will allow to automatically log exceptions during certain user behavior.

For example – the new exception should be logged automatically against delivery details when user will modify shipment priority on registered order lines.

Any hints how to prepare such logic and assign it with our new exception?

Regards

Sebastian Góraj