Use of constexpr in exception message

I was trying to use a constexpr inside an exception message, but this does not work: The followoing code is compiling well on g++ (using c++11 or c++14).

#include <exception>

constexpr auto TEST = "test";

class test_throw : public std::exception {
public:
    virtual const char* what() const throw() {
        return (std::string("THROW ")+TEST).c_str();
    }
};

int main()
{
    throw test_throw{};
} 

I wonder why my exception is outputting an empty message, ok that seems like a bad trick, but I don't understand how the message can be empty.

Is there a way to achieve this without replacing the constexpr by a macro ?