AppDomainExceptionEventLogging.cs

ILogger logger = null;// Get logger

var appDomain = AppDomain.CurrentDomain;
appDomain.UnhandledException += (sender, ea) => Log.Fatal((Exception)ea.ExceptionObject, "UnhandledException");

if (logger.IsEnabled(LogEventLevel.Debug))
{
    appDomain.FirstChanceException += (sender, ea) =>
    {
        var ex = ea.Exception;
        ex.SetStackTrace(new StackTrace(1)); // Optional, add stacktrace info but requires `ExceptionExtensions`
        logger.Debug(ex, "FirstChanceException {type} {message}", ex.GetType(), ex.Message);
    };
}

ExceptionExtensions.cs

using System;
using System.Diagnostics;
using System.Linq.Expressions;
using System.Reflection;

static class ExceptionExtensions
{
    public static Exception SetStackTrace(this Exception target, StackTrace stack) => _SetStackTrace(target, stack);

    static readonly Func<Exception, StackTrace, Exception> _SetStackTrace = new Func<Func<Exception, StackTrace, Exception>>(() =>
    {
        var target = Expression.Parameter(typeof(Exception));
        var stack = Expression.Parameter(typeof(StackTrace));
        var traceFormatType = typeof(StackTrace).GetNestedType("TraceFormat", BindingFlags.NonPublic)!;
        var toString = typeof(StackTrace).GetMethod("ToString", BindingFlags.NonPublic | BindingFlags.Instance, null, new[] { traceFormatType }, null)!;
        var normalTraceFormat = Enum.GetValues(traceFormatType).GetValue(0);
        var stackTraceString = Expression.Call(stack, toString, Expression.Constant(normalTraceFormat, traceFormatType));
        var stackTraceStringField = typeof(Exception).GetField("_stackTraceString", BindingFlags.NonPublic | BindingFlags.Instance)!;
        var assign = Expression.Assign(Expression.Field(target, stackTraceStringField), stackTraceString);
        return Expression.Lambda<Func<Exception, StackTrace, Exception>>(Expression.Block(assign, target), target, stack).Compile();
    })();
}