I know that ASP.NET MVC has error filter attribute to handle specified error type. However, this feature cannot catch any error that occurs when application start. Therefore
The reason why Request and Response objects are null inside your Application_Error event is because the Application_Start event is not associated with any user, therefore you cannot redirect from it. Only the Application and Server built-in objects are available. Referencing the Session, Request, or Response objects would cause an error.
One workaround is to use try/catch and in the catch block log the error and set some global variable which indicates that something went wrong during application startup. Later on Application_BeginRequest you could check this variable and redirect accordingly.