We usually point out that V2 does not concern questions and subclauses. But there is a further exception, exclamations like here.

These expressions start with one of the following pronouns or adverbs: så, vad, sådan, vilken. The only thing that can go before them in the sentence are prepositions and indefinite articles.

The shortest version would be like:
Vad hon sover! 'How she sleeps!'

After the pronoun or adverb, there may also follow an adverb that can be compared for degrees:
Vad fort du springer! 'How fast you run!'

There can also be an adjective or participle phrase at the beginning:
Så skickligt hon hanterar problemet! 'How skilfully she handles the problem!'

… or a nominal phrase:
Vilka fina byxor du har! 'Such nice pants you have!'
(this is the case in our sentence)

So, the general structure of this kind of sentence is to put the astonishing thing first, then the subject, then the verb.

Simplified description based on SAG 4 p. 761-2 'expressive main clauses'

Såna I believe is short for sådana which means such. So Such terrible stories you are telling!

When the person you're telling something is not mentioned.

This sentence has a special exclamatory structure, I just wrote about it in another comment on this page.

The word order Vilka hemska historier berättar du? would be the normal word order for a question, so it would be a perfectly correct word order, but it wouldn't mean the same as this sentence.

Questions also don't follow V2. In question, the word order is:

1. If there is a question word (like vilka here) it must go first
2. The verb must go before the subject

So the question in this case just happens to look as if it follows V2. A simple question would be Berättar du? with the verb before the subject.