Prevent a Business Rule to stop when an error occurs

We are using an Extensibility Rule to import data from a database using a Stored Procedure (SP) within a do...while loop that modifies the SP parameters. The current implementation works as expected, but our customer has requested us to modify the Business Rule so it executes the SP with all the loop combinations, even if an error occurs during a single SP execution.

I attempted to implement this using nested Try...Catch blocks, so the error in the inner block does not get to the outer one. Unfortunately, it did not resolve the issue with this code structure:

Try
	(previous code, including do)
	Try 
		BRApi.Database.ExecuteSql(...)
	Catch ex As Exception
		log.AppendLine(...)
	End Try
	(more code, including while)
Catch 
	(general error handling)
End Try