Visual studio used to have a specific checkbox to \"Break on Un-handled exception\". In 2015 this has been removed (or moved somewhere I cannot find it). So now my convert
In my experience the exception settings in 2015 get thrown completely out of whack if you change anything.
On expect that if you until the parent group "CLR" then you shouldn't get any breaking execpt for unhandled. You'll always break if an exception goes unhandled. But, if you have the CLR group unticked, code inside a try...catch simply should not cause a break. That is NOT the case.
Solution: In the new exception settings toolbox, right-click and choose "restore default". Taadaaaa... It behaves normally again. Now don't screw with it.