Program.cs

[MethodImpl(MethodImplOptions.AggressiveOptimization)]
static async Task AsyncMethod()
{
    // Run a garbage collection in 1 second
    Task.Delay(1000).ContinueWith(_ => { GC.Collect(); });

    var taskCompletionSource = new TaskCompletionSource();

    Action myDelegate = () => taskCompletionSource.SetResult();

    MyNativeMethod(new WeakReference(myDelegate));

    await taskCompletionSource.Task;

    GC.KeepAlive(myDelegate);
}

static void MyNativeMethod(WeakReference myDelegate)
{
    // Simulate an asynchronous operation
    Task.Run(() =>
    {
        // Do some stuff
        Thread.Sleep(2000);

        Console.WriteLine("Is alive: " + myDelegate.IsAlive); // Is alive: False
    });
}