C# - Application terminates unexpectedly without leaving traces

Question

I have a simple C# application/game using SFML.Net that currently stops running / terminates within 1 or 2 seconds after being executed without any warning, exception, etc. whatsoever. Consider the following code:

public static void Main(string[] args)
{
   AppDomain.CurrentDomain.UnhandledException += new UnhandledExceptionEventHandler(OnUnhandledException);

   --> The following two lines are run
   Console.WriteLine("Hello");
   Console.WriteLine("Please don't go...");

   // Run the game
   try
   {
      --> This line is reached
      Game.Run();
   }
   catch (Exception e)
   {
      --> This line is never reached
      Console.WriteLine(e.Message.ToString());
   }

   --> These lines are never reached
   Console.WriteLine("Noone ever comes here, I feel so lonely... :(");
   Console.ReadKey();
   }
}

At this point you probably expect that something is wrong with the Game.Run() method. The odd thing is that the first line of the method is never reached according to the VS Debugger.

public static void Run()
{
    try
    {
        --> Never reached
        LoadContent();

        // Do stuff here

        while (window.IsOpen())
        {
            // The classic game loop
        }
    }
    catch (Exception e)
    {
        --> Never reached
        Console.WriteLine(e.Message.ToString());
        Console.ReadKey();
    }
}

Answer 1

I came back to this after a couple of months and realized how silly my mistake was. Apparently unmanaged code debugging wasn't enabled by default (this was my first time using VS2012), and this exception was being thrown from the base C++ libs of SFML.

For those who don't know, to enable unmanaged debugging: Project > Properties > Debug > Select "Enable unmanaged code debugging"