How to detect when application terminates?

Question

Prompted by ssg31415926's question/answer (this question is a bit reversed), there's also Application.SessionEnding which is called when the when the user logs off or shuts down. It is called before the Exit event.

When Dispatcher.BeginInvokeShutdown() is called, Application.Exit will not be called.

2. The default timeout for a finalizer's execution is 2 seconds.

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).