An alternative would be something like DONT_USE_LSA to make clear we just don't support the lsa handling, but do support structured exceptions.

Oh, it's only the error number conversion that's a problem? Let's just shim that bit out then and keep the SEH. Perhaps add this just before the macro and then call it?

static void
_PyErr_SetFromNTSTATUS(NTSTATUS status) {
#if (macro here)
    PyErr_SetFromWindowsErr(LsaNtStatusToWinError(status));
#else
    if (status & 0x80000000) {
        // HRESULT-shaped codes are supported by PyErr_SetFromWindowsErr
        PyErr_SetFromWindowsErr((int)status);
    } else {
        // No mapping for NTSTATUS values, so just return it for diagnostic purposes
        // If we provide it as winerror it could incorrectly change the type of the exception.
        PyErr_Format(PyExc_OSError, "Operating system error NTSTATUS=0x%08lX", status & 0xFFFFFFFF);
    }
#endif
}

Or that function might even have a home with the other error setters, but I don't know that we've needed it anywhere else. If you want to put it in (IIRC) errors.c, don't make it static, but also don't use PyAPI_FUNC on it - no need for it to be exported from the DLL.

And sorry about multiple changes - my fault for giving direction without having fully understood the problem!

Both NTSTATUS and LsaNtStatusToWinError aren't defined in these partitions. I added your function and only do the conversion to NTSTATUS when performing the lsa to win error conversion

Perfect, thanks!