SqlException not getting caught with try-catch

Question

I am creating an app where I am calling WebMethods through my controller class to control my GUI. The problem is that I get a popup saying that I have unhandled SqlExceptions when I try to add an object with a primary key that is already in use. The problem occurred when I switched to calling the methods through my soap client instead of my DataAccessLayer. Where do I need to put my catch statements for them to work with my WebMethod calls, as they did with my DataAccessLayer? Here is my controller and an insert statement I am trying to use:

using BrothersWhoCodeLibrary;
using CodesWhoBrosServiceReference;
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Data.SqlClient;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using static CodesWhoBrosServiceReference.CodesWhoBrosServiceSoapClient;

namespace WinFormsAppBrothersWhoCode
{

    public partial class Form1 : Form
    {
       DataAccessLayer dataAccess = new DataAccessLayer();
        CodesWhoBrosServiceSoapClient client = new CodesWhoBrosServiceSoapClient(EndpointConfiguration.CodesWhoBrosServiceSoap);


        public Form1()
        {            
            InitializeComponent();
            PopulateDataGridViewWithCustomers();
            PopulateDataGridViewWithStores();
            PopulateDataGridViewWithSuppliers();
            PopulateDataGridViewWithProducts();
            PopulateDataGridViewWithOrderDetails();
            PopulateDataGridViewWithStock();
            PopulateDataGridViewWithOrders();
            //drafting methods
            //public void NewCustomer() 
            //{ }

        }

 private void addStoreButton_Click(object sender, EventArgs e)
        {
            string newStoreName = storeName.Text;
            string newPhoneNbr = storePhoneNbr.Text;
            string newEmail = storeEmail.Text;

            try
            {
                client.InsertStore(newStoreName, newEmail, newPhoneNbr);
                PopulateDataGridViewWithStores();
            }
            catch (SqlException ex)
            {
                if (ex.Number == 2627)
                {
                    storeLabel.Text = "Please choose another name, a store named " + newStoreName + " already exists";

                }
                if (string.IsNullOrEmpty(storeName.Text))
                {
                    storeLabel.Text = "Please enter a name";
                }
                else if (string.IsNullOrEmpty(storePhoneNbr.Text))
                {
                    storeLabel.Text = "Please enter a phonenumber";
                }
                else if (string.IsNullOrEmpty(storeEmail.Text))
                {
                    storeLabel.Text = "Please enter an email";
                }

            }
        }