Check this out -> http://www.php.net/manual/en/pdo.connections.php Particularly the Warning Notice.
Using a Try / Catch in the index file isn't going to work for you. You'll need to put that into your Service Layer or where-ever else you are doing your DB Queries at (you didn't supply this code example).
You can also in your module.config.php file set:
'display_exceptions' => false
Also pay attention to the Exception handler you are using as different one could return different information.