For Java see The Exceptional Performance of Lil' Exception from Aleksey Shipilëv, https://shipilev.net/blog/2014/exceptional-performance. As always, Shipilëv does a fantastic job at explaining inner details of the JVM and observed performance profile.
A few years ago, I got hit by the high cost of an hidden exception (used for flow control by the JDK) while using LocalDate#format to parse a valid date. It was fun to troubleshoot and fix OpenJDK https://unportant.info/using-exceptions-for-flow-control-is-...
I would be interested in reading similar articles for other languages.