Question

try
    {
        using (response = (HttpWebResponse)request.GetResponse())
            // Exception is not caught by outer try!
    }
    catch (Exception ex)
    {
        // Log
    }

EDIT:

// Code for binding IP address:
ServicePoint servicePoint = ServicePointManager.FindServicePoint(uri);
servicePoint.BindIPEndPointDelegate = new BindIPEndPoint(Bind);
//
private IPEndPoint Bind(ServicePoint servicePoint, IPEndPoint remoteEndPoint, int retryCount)
    {
        IPAddress address;

        if (retryCount < 3)
            address = IPAddress.Parse("IPAddressHere");
        else
            {
                address = IPAddress.Any;
                throw new Exception("IP is not available,"); // This exception is not caught
            }

        return new IPEndPoint(address, 0);
    }

Answer 1

I could imagine this can happen if you are creating a separate thread within the using block. If an exception is thrown there, be sure to handle it there as well. Otherwise, the outer catch block in this case won’t be able to handle it.

class TestClass : IDisposable
{
    public void GetTest()
    {
        throw new Exception("Something bad happened"); // handle this
    }

    public void Dispose()
    {
    }
}

class Program
{
    static void Main(string[] args)
    {
        try
        {
            using (TestClass t = new TestClass())
            {
                Thread ts = new Thread(new ThreadStart(t.GetTest));
                ts.Start();
            }
        }
        catch (Exception ex)
        {
            Console.WriteLine("Error: " + ex.Message);
        }
    }
}