If I'm correctly reading between the lines here, the issue is that your exception is effectively 'disappearing' even though the default debugger behavior should break on unhandled exceptions.
If you have asynchronous methods, you may be running into this issue because exceptions not caught on a thread pool thread as part of a Task continuation are not considered unhandled exceptions. Rather, they are swallowed and stored with the Task.
For example, take a look at this code:
class Program
{
static void Main(string[] args)
{
Test();
Console.ReadLine();
}
private async static Task Test()
{
await Task.Delay(100);
throw new Exception("Exception!");
}
}
If you run this program with the default debugger settings (stop on unhandled exceptions only), the debugger will not break. This is because the thread pool thread allocated to the continuation swallows the exception (passing it to the Task instance) and releases itself back to the pool.
Note that, in this case, the real issue is that the Task returned by Test() is never checked. If you have similar types of 'fire-and-forget' logic in your code, then you won't see the exceptions at the time they are thrown (even if they are 'unhandled' inside the method); the exception only shows up when you observe the Task by awaiting it, checking its Result or explicitly looking at its Exception.
This is just a guess, but I think it's likely you're observing something like this.
