Question

Is there any even small possibility that finally will not be invoked but application still be running?

I’m releasing semaphore there

        finally
        {
            _semParallelUpdates.Release();
        }

and afraid of lost of some of them.

Answer 1

If you are looking for ways to make your code reliable, I suggest reading the following article:

Reliability Best Practices

Another excellent article recommended by VinayC is the following:

Stephen Toub: Keep Your Code Running with the Reliability Features of the .NET Framework