As a general rule, NEVER modify the framework. You'll going to regret that big time when it's time to upgrade, and you'll have to start merging changes.
And there is no need for it. Not only are there plenty of places you can put your classes that doesn't interfere with the framework code, in this case the Auth exceptions there is afaik only one method that throws the same exception in multiple places, and that method uses the error code to identify the exact error message that has occured.
And to answer your question: you have defined your class in the Auth namespace, but you call it from the global namespace. This requires the class to be known to the autoloader, and aliased from Auth to global. It doesn't know it, because you haven't added the new classes to the package bootstrap.
But again, don't do it, don't change the package, bad idea.
Another issue I spot is that in FuelPHP, files must contain only a single class, and the namespace and classname must map to the filename.
This is not the case here, the autoloader will not be able to map SimpleUserWrongPassword to your exception.php. Moving it like this will still cause it to fail. If you want to do it this way, you have to inform the autoloader what classes are defined in that file, using the add_classes() method. You do this in the bootstrap file.