Custom exceptions in Elasticsearch Nest

Question

In the documentation it’s possible to define custom exceptions via ConnectionConfiguration as said here:

var settings = new ConnectionConfiguration()
    .SetConnectionStatusHandler(r=> {
        if (r.HttpStatusCode == 403)
           throw new MyApplicationNotLoggedInException();
        });

But ConnectionConfiguration is the way of setting up the low level API. Currently I use only Nest and my only option is to redefine ConnectionSettings where my only option is .ThrowExceptions(bool). Is there any option to use the low level api settings in Nest?