When awaiting a faulted task (one that has an exception set), await will rethrow the stored exception. If the stored exception is an AggregateException
Exception Handling (Task Parallel Library)
I could say more but it would just be padding. Play with it, it does work as they say. You just have to be careful.
maybe you want this
God (Jon Skeet) explains await exception handling
(personally i shy away from await, but thats just my preference)
in response to comments (too long for a comment reply)
Then use threads as your starting point for an analogous argument as the best practises there will be the source of ones for here.
Exceptions happily get swallowed unless you implement code to pass them out (for instance the async pattern that the await is preumably wrapping ... you add them to an event args object when you raise an event). When you have a scenario where you fire up an arbitrary number of threads and execute on them you have no control over order or the point at which you terminate each thread. Moreover you would never use this pattern if an error on one was relevant to another. Therefor you are strongly implying that execution of the rest is completley independent - IE you are strongly implying that exceptions on these threads have already been handled as exceptions. If you want to do something beyond handling exceptions in these threads in the threads they occur in (which is bizzarre) you should add them to a locking collection that is passed in by reference - you are no longer considering exceptions as exceptions but as a piece of information - use a concurrent bag, wrap the exception in the info you need to identify the context it came from - which would of been passed into it.
Don't conflate your use cases.