Also maybe start issuing warnings whenever you inherit directly from Exception.
-1 -- I occasionally use exceptions as a multi-loop break. That's a perfectly valid Python practice, those exceptions should inherit from Exception, and there should not be any warnings raised.
There probably should be a ControlFlowException category for these that would also include StopIteration and GeneratorExit. I don't think it should include *all* exceptions other than Errors or Warnings, though. SystemExit and KeyboardInterrupt remain two things that you will almost always not want to catch, even in a top-level catch-almost-everything loop. So I'd leave these two out on their own.