Fix `data_loss_protect` test to actually test DLP

Fix `data_loss_protect` test to actually test DLP

The data loss protect test was panicking in a message assertion
which should be passing, but because the test was marked only
`#[should_panic]` it was being treated as a successful outcome.
Instead, we use `catch_unwind` on exactly the line we expect to
panic to ensure we are hitting the right one.