In message_memory_strategy.hpp The following custom deleter is used for a std::shared_ptr:

According to https://en.cppreference.com/w/cpp/memory/shared_ptr/shared_ptr a deleter is forbidden to throw exceptions.

4-5) Uses the specified deleter d as the deleter. The expression d(ptr) must be well formed, have well-defined behavior and not throw any exceptions. The construction of d and of the stored deleter from d must not throw exceptions.

I understand that is is rather unlikely for this deleter to throw but IMHO it would be better to avoid throwing at all within the deleter.