OnUDPException is a TIdUDPExceptionEvent event handler property used to perform event-based notifications when an exception occurs in the listener thread for the UDP server. 

Parameters passed to the event handler identify the server binding generating the exception, and the message and class type for the exception. 

Set ThreadedEvent to indicate if the exception handler runs in the context of the client connection, or must be synchronized to the main VCL thread. 

OnUDPException is signalled from the TIdUDPListenerThread.UDPException method. 

OnUDPException can be used to perform logging and server management based on the type and content for the exception encountered.

TIdUDPListenerThread.UDPException 

ThreadedEvent 

EIdUDPServerException