Handle SignalR Exceptions in Middleware in .Net Core 2.2 Web API Project

Question

I'm Working on the .Net Core 2.2 Web API Project. I have handled thrown exceptions by creating Middleware by referring this post

Startup.cs

app.UseMiddleware(typeof(ExceptionHandleMiddleware));

I'm catching exceptions thrown from catch like below,

try{
    .....
}catch(Exception)
{
    throw;
}

It is working fine for requests coming through Web API Calls.

Then I Created Another Layer for SignalR, Also Added Middleware to its Startup.cs But it is not catching the exceptions thrown in this layer.

So, I guess middleware is working only for Request-Response Pipeline. SignalR is creating Persistent Connection with Client by choosing protocol on its own. So it is not catching it.

So, Is there a way to catch exceptions in Middleware Or Suggest any other better way to handle it.

Thanks in Advance.