How to detect when application terminates?

Question

This is a follow up to my initial question and I would like to present my findings and ask for corrections, ideas and insights. My findings (or rather interpretations) come

Answer 1

You write:

System.AppDomain.CurrentDomain.UnhandledException: (if handled in default AppDomain:) raised for any unhandled exception in any thread, no matter what AppDomain the thread started in. This means, this can be used as the catch-all for all unhandled exceptions.

I do not think that this is correct. Try the following code:

using System;
using System.Threading;
using System.Threading.Tasks;

namespace AppDomainTestingUnhandledException
{
    class Program
    {
        static void Main(string[] args)
        {
            AppDomain.CurrentDomain.UnhandledException +=
                (sender, eventArgs) => Console.WriteLine("Something went wrong! " + args);

            var ad = AppDomain.CreateDomain("Test");

            var service =
                (RunInAnotherDomain)
                ad.CreateInstanceAndUnwrap(
                    typeof(RunInAnotherDomain).Assembly.FullName, typeof(RunInAnotherDomain).FullName);

            try
            {
                service.Start();
            }
            catch (Exception e)
            {
                Console.WriteLine("Crash: " + e.Message);
            }
            finally
            {
                AppDomain.Unload(ad);
            }
        }
    }

    class RunInAnotherDomain : MarshalByRefObject
    {
        public void Start()
        {
            Task.Run(
                () =>
                    {
                        Thread.Sleep(1000);
                        Console.WriteLine("Uh oh!");
                        throw new Exception("Oh no!");
                    });

            while (true)
            {
                Console.WriteLine("Still running!");
                Thread.Sleep(300);
            }
        }
    }
}

As far as I can tell, the UnhandledException handler is never called, and the thread will just silently crash (or nag at you if you run it in the debugger).