In Windows Debugger, we can break on C++ exception by doing "sxe eh". We can also break on CLR exception by doing "sxe clr".

But sometimes you may see the following debug spew:

(94c.960): C++ EH exception - code e06d7363 (first chance)
(94c.960): Unknown exception - code e0434352 (first chance)
(94c.960): Unknown exception - code e0434352 (first chance)
(94c.960): Unknown exception - code e0434352 (first chance)
(94c.960): Unknown exception - code e0434352 (first chance)

To break on the unknown exception, we can use "sxe e0434352".

0:029> sxe e0434352
0:029> g
(94c.cf4): Unknown exception - code e0000001 (first chance)
(94c.f1c): C++ EH exception - code e06d7363 (first chance)
(94c.f1c): Unknown exception - code e0434352 (first chance)
First chance exceptions are reported before any exception handling.
This exception may be expected and handled.
eax=0584dfe8 ebx=00000001 ecx=00000000 edx=05813000 esi=0584e080 edi=00000005
eip=7c812a5b esp=0584dfe4 ebp=0584e038 iopl=0         nv up ei pl nz na pe nc
cs=001b  ss=0023  ds=0023  es=0023  fs=003b  gs=0000             efl=00000206
kernel32!RaiseException+0x53:
7c812a5b 5e              pop     esi

To remove the break point, use "sxd e0434352"