You're dealing with a fundamental change in behavior. If you're raising errors inside the procedure, the errors are recognized by the TRY/CATCH construct, as designed. That's how it's supposed to work. Your previous construct worked for you, but it's not functional within the new construct.

Things change. You can't use *= style joins in 2008 now. Code behaviors get deprecated and if you want to move on with new versions of the software, you have to deal with it.