This is used with Clang, which does have native SEH, but it's broken and can cause the compiler to crash. Previously some code was not handling this and instead used native SEH for clang. Fix this by always using _SEH2_* macros instead of relying on __USE_PSEH2__ to be defined.
Try to improve things
These headers come with the MS compiler. Some of them are standard, like emmintrin.h, others are MS specific like crtdefs.h
This separation will allow using MS CRT headers. Eventually it can allow compiling with the compilers' runtime headers.