You can re-throw error that you catch in CATCH block using TRHOW statement:
DECLARE @msg nvarchar(50) = 'Here is a problem! Area: ''%s'' Line:''%i'''
BEGIN TRY
print 'First statement';
RAISERROR(@msg, 11, 1, 'TRY BLOCK', 2);
print 'Second statement';
END TRY
BEGIN CATCH
print...