How can I debug or set a break statement inside a compiled expression tree?

Question

When an external library contains a LINQ provider, and it throws an exception when executing a dynamic expression tree, how can I break when that expression is thrown?

For example, I use a third party LINQ2CRM provider, which allows me to call the Max<TSource, TResult>() method of IQueryable, but when it throws an InvalidCastException, I fail to break on the spot when the exception is thrown, making it hard to review the stack-trace because it's already unwinded when the debugger breaks it in my code. I've set "break on throw" for the mentioned exception. My debug settings are:

---

Clarification on where exactly I'd want to break. I do not want to break in side the LINQ Expression, but instead, I want to break when the expression tree is executed, or, put in other words, when the IQueryable extension method Max() calls the override provided by the LINQ provider. The top of the stacktrace looks like this, which is where I would like to break inside (or step through, or whatever):

at XrmLinq.QueryProviderBase.Execute[T](Expression expression)
at System.Linq.Queryable.Max[TSource,TResult](IQueryable`1 source, Expression`1 selector)

Answer 1

I may not be understanding the problem, but instead of actually breaking on the line (which doesn't appear to be possible), would it be enough to put a try-catch inside your expression tree and log the exception?

static void Main(string[] args)
{
    var logExceptionMethod = typeof (Program).GetMethod("LogException", BindingFlags.Static | BindingFlags.NonPublic);
    var createFileMethod = typeof (System.IO.File).GetMethod("Create", new[] {typeof(string)});

    // Parameter for the catch block
    var exception = Expression.Parameter(typeof(Exception));

    var expression =
        Expression.TryCatch(
        Expression.Block(typeof(void),
            // Try to create an invalid file
            Expression.Call(createFileMethod, Expression.Constant("abcd/\\"))),

            // Log the exception from the catch                  
            Expression.Catch(exception, Expression.Call(logExceptionMethod, exception)));

    Expression.Lambda<Action>(expression).Compile()();
}

static void LogException(Exception ex)
{
    Console.WriteLine(ex.Message + "\r\n" + ex.StackTrace);
}

Console output:

The filename, directory name, or volume label syntax is incorrect.

at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy, Boolean useLongPath)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options)
at System.IO.File.Create(String path)
at lambda_method(Closure )