When an Azure worker role stops (either because of an unhandled exception or because Run() finishes), what happens to local diagnostic information that has not yet been transferred? Microsoft documentation says diagnostics are transferred to storage at scheduled intervals or on demand, neither of which can cover an unhandled exception. Does this mean diagnostic information is always lost in this case? This seems particularly odd because crash dumps are part of the diagnostic data (set up by default in DiagnosticMonitorConfiguration.Directories). How then can you ever get a crash dump back (related to this question)?
To me it would be logical if diagnostics were also transferred when a role terminates, but this is not my experience.
It depends on what you mean by ‘role stops’. The Diagnostic Monitor in SDK 1.3 and later is implemented as a background task that has no dependency on the RoleEntryPoint. So, if you mean your RoleEntryPoint is reporting itself as unhealthy or something like that, then your DiagnosticMonitor (DM) will still be responsive and will send data according to the configuration you have setup.
However, if you mean that a role stop is a scale down operation (shutting down the VM), then no, there is no flush of the data on disk. At that point, the VM is shutdown and the DM with it. Anything not already flushed (transferred) can be considered lost.
If you are only rebooting the VM, then in theory you will be connected back to the same resource VHDs that hold the buffered diagnostics data so you would not lose it, it would be transferred on next request. I am pretty sure that sticky storage is enabled on it, so it won’t be cleaned on reboot.
HTH.