Terminate application AND call the destructors of local objects

Not without exceptions or returning normally from Err all the way up the callstack. You need to unwind the stack.

There's still C's setjmp and longjmp. It should bring you back to main, so the program would terminate as usual after leaving scope of main, in which case C++'s destructor mechanism will destroy your local objects in main.

Of course using longjmp is frowned upon in C++ for good reasons. It will skip any other functions on the stack, so it really works only for a few stack objects in main.

It might be easier to allocate your objects on the heap and delete them manually in Err.

There are basically two methods for propagating errors around in C++: Exceptions (which you've seemingly arbitrarily excluded) and return codes.

Since you can't use exceptions, you're going to need to start passing return codes from your functions that may fail and test them to see if you need to stop and return back up to main. If you don't unwind the stack like this there's no way to guarantee that destructors will be called properly.

Also consider that if your program is in a fatal state will destructors actually be able to clean up expectedly? What if the object state is flawed and can't be taken down properly? Instead of calling exit you could call abort which would at least leave a core to help diagnose the problem if you get into a bad state. For fatal errors where exceptions are unavailable this is a reasonable choice.