You can try something like the below:
 given(class.method()).willAnswer(invocation -> {
          throw new ExceptionClassName();
        });
    
In my case, I wanted to throw an explicit exception for a try block,my method block was something like below
     public boolean methodName(param) throws SomeException{
    
        try(FileOutputStream out = new FileOutputStream(param.getOutputFile())) {
          //some implementation
        } catch (IOException ioException) {
          throw new SomeException(ioException.getMessage());
        } catch (SomeException someException) {
          throw new SomeException (someException.getMessage());
        } catch (SomeOtherException someOtherException) {
          throw new SomeException (someOtherException.getMessage());
        }
        return true;
      }
I have covered all the above exceptions for sonar coverage like below
   given(new FileOutputStream(fileInfo.getOutputFile())).willAnswer(invocation -> {
      throw new IOException();
    });
    Assertions.assertThrows(SomeException.class, () ->
    {
      ClassName.methodName(param);
    });