This is an example of what I often do when I want to add some information to an exception:
std::stringstream errMsg;
errMsg << \"Could not load config
Maybe this?
throw std::runtime_error(
(std::ostringstream()
<< "Could not load config file '"
<< configfile
<< "'"
).str()
);
It creates a temporary ostringstream, calls the << operators as necessary and then you wrap that in round brackets and call the .str() function on the evaluated result (which is an ostringstream) to pass a temporary std::string to the constructor of runtime_error.
Note: the ostringstream and the string are r-value temporaries and so go out of scope after this line ends. Your exception object's constructor MUST take the input string using either copy or (better) move semantics.
Additional: I don't necessarily consider this approach "best practice", but it does work and can be used at a pinch. One of the biggest issues is that this method requires heap allocations and so the operator << can throw. You probably don't want that happening; however, if your get into that state your probably have way more issues to worry about!