Asp Net Core SQL Custom Configuration Provider with Dapper and Error Handling

I am setting up my MVC web application to pull configuration data from my SQL Azure database on startup. I have used these two articles (Microsoft, Medium) to guide me but neither include error handling and I want to avoid any Entity Framework references as i'm using Dapper. So far I've got it working with below code but I'm not sure how to handle errors in this scenario. For instance if I remove the try/catch from the Load method in SQLConfigurationProvider then the app crashes on startup but if I include the try/catch then the error is handled and the app starts normally but no config data is available so will eventually break when trying to access a config value. What is the best way to handle these errors gracefully (ie app still loads but displays an error page/message instead)? Also is there any benefit to having the SQLConfigurationSource or would it make more sense just to create the new SqlConnection instance inside SQLConfigurationProvider instead?

Program.cs

public class Program
{
    public static void Main(string[] args)
    {
        CreateWebHostBuilder(args).Build().Run();
    }

    public static IWebHostBuilder CreateWebHostBuilder(string[] args) =>
        WebHost.CreateDefaultBuilder(args)
            .CaptureStartupErrors(true)
            .UseSetting(WebHostDefaults.DetailedErrorsKey, "true")
            .UseApplicationInsights()
            .ConfigureAppConfiguration((hostingContext, config) =>
            {
                config.AddSQLConfiguration(); // Custom configuration here
            })
            .UseStartup<Startup>();
}

ConfigurationExtensions.cs

public static class ConfigurationExtensions
{
    public static IConfigurationBuilder AddSQLConfiguration(this IConfigurationBuilder builder)
    {
        var connectionString = builder.Build().GetConnectionString("DefaultConnection");
        return builder.Add(new SQLConfigurationSource(connectionString));
    }
}

SQLConfigurationSource.cs

public class SQLConfigurationSource : IConfigurationSource
{
    private readonly SqlConnection _connection;

    public SQLConfigurationSource(string connectionString)
    {
        _connection = new SqlConnection(connectionString);
    }

    public IConfigurationProvider Build(IConfigurationBuilder builder)
    {
        return new SQLConfigurationProvider(_connection);
    }
}

SQLConfigurationProvider.cs

public class SQLConfigurationProvider : ConfigurationProvider
{
    private readonly SqlConnection _connection;

    public SQLConfigurationProvider(SqlConnection connection)
    {
        _connection = connection;
    }

    public override void Load()
    {
        try
        {
            var model = _connection.Query<SQLConfigurationModel>("sp does not exist for example", commandType: CommandType.StoredProcedure);
            Data = model.ToDictionary(x => x.Property, x => x.Value);
        }
        catch (Exception ex)
        {
            // WHAT TO DO HERE?
        }
    }

}

public class SQLConfigurationModel
{
    public string Property { get; set; }
    public string Value { get; set; }
}

---- UPDATE: CLOSE BUT NOT QUITE THERE ----

I added the exception as a configuration value which I then check for in the Configure method of Startup.cs as per below. This helps ensure the app doesn't crash on startup but when I throw the exception it is not getting routed to the Error view even though the exception handler has already been configured with app.UseExceptionHandler("/Home/Error")

// Inside SQLConfigurationProvider
public override void Load()
{
    try
    {
        var model = _connection.Query<SQLConfigurationModel>("sp does not exist for example", commandType: CommandType.StoredProcedure);
        Data = model.ToDictionary(x => x.Property, x => x.Value);
    }
    catch (Exception ex)
    {
        Data.Add("ConfigurationLoadException", ex.Message);
    }
}


// Inside Startup.cs
public void Configure(IApplicationBuilder app, IHostingEnvironment env)
{
    app.UseExceptionHandler("/Home/Error");

    // Check for custom config exception
    string configurationLoadException = Configuration["ConfigurationLoadException"];
    if (configurationLoadException.Length > 0)
    {
        throw new Exception("Configuration Failed: " + configurationLoadException);
    }

    app.UseHttpsRedirection();
    app.UseStaticFiles();
    app.UseMvc(routes =>
    {
        routes.MapRoute(
            name: "default",
            template: "{controller=Home}/{action=Index}/{id?}");
    });
}