As indicated here and here, exceptions occuring in an async Task are technically not unhandled.
This is particularly nasty when working with MVC. It actually took us a w
You could try and listen for this event if nothing else works here
AppDomain.CurrentDomain.UnhandledException
or
AppDomain.CurrentDomain.FirstChanceException
Then you need to put some if-constructs (check what sender for example) to hit your breakpoint only when it makes sense.