/usr/include/CLHEP/Exceptions/ is in libclhep-dev 2.1.4.1-1.1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/CLHEP/Exceptions/ZMerrno.h
/usr/include/CLHEP/Exceptions/ZMerrno.icc
/usr/include/CLHEP/Exceptions/ZMexAction.h
/usr/include/CLHEP/Exceptions/ZMexClassInfo.h
/usr/include/CLHEP/Exceptions/ZMexClassInfo.icc
/usr/include/CLHEP/Exceptions/ZMexHandler.h
/usr/include/CLHEP/Exceptions/ZMexHandler.icc
/usr/include/CLHEP/Exceptions/ZMexLogResult.h
/usr/include/CLHEP/Exceptions/ZMexLogger.h
/usr/include/CLHEP/Exceptions/ZMexSeverity.h
/usr/include/CLHEP/Exceptions/ZMexception.h
/usr/include/CLHEP/Exceptions/ZMexception.icc
/usr/include/CLHEP/Exceptions/ZMthrow.h
/usr/include/CLHEP/Exceptions/arch_spec_Exceptions.mk
/usr/include/CLHEP/Exceptions/defs.h
/usr/include/CLHEP/Exceptions/link_Exceptions.mk