Hum,

first i'm trying to help out by throwing ideas at you. You're not paying me
for that, so I would appreciate a bit more respect in the tone of your
answers.

That said, if you can't catch the exception and it's making your application
die, and you can't catch it at the AppDomain level either (and frankly,
catching an exception and report it through a remoting channel doesn't sound
like a very good idea to me, as .net remoting itself can throw, etc), then
the problem does come from a lower level. Unless you do some stress test of
your app, I really don't know what the problem could be. I would check which
OS and the number of Handles created by your app, as this could potentially
crash the exe straight away.
As for contradicting myself, my point was that an uncatched exception
sometimes bypass what you think is the call chain, when the chain might be
different. Common case is a library swallowing the exception and calling a
framework to log it, and the framework itself throws for an unknown reason.
These things happens.