Exceptions in Parallel.ForEach, Parallel.ForEachAsync, Task.Run and Task.Run.ContinueWith

First example Task.Run:

Task task1 = Task.Run(() => throw new SystemException("Test exception in Task.Run"));
Task task2 = Task.Run(async () =>
{
	await Task.Delay(1000);
	WriteToTextBox("Completed");
});

try
{
	await Task.WhenAll(task1, task2);
}
catch (Exception ex)
{
	WriteToTextBox(ex.Message);
}

This will output:

Completed
Test exception in Task.Run

Second, Task.Run.ContinueWith, exception will be swallowed:

Task task1 = Task.Run(() => throw new SystemException("Test exception in Task.Run"))
	.ContinueWith(t => WriteToTextBox("ContinueWith exception test"));

Task task2 = Task.Run(async () =>
{
	await Task.Delay(1000);
	WriteToTextBox("Completed");
});

try
{
	await Task.WhenAll(task1, task2);
}
catch (Exception ex)
{
	WriteToTextBox(ex.Message);
}

Output:

ContinueWith exception test
Completed

Parallel.ForEach, exception will be thrown, but not catched outside of Parallel.ForEach, and program will end:

string[] myItems = ["item1", "item2", "item3", "item4", "item5"];

Task task1;
Task task2;

try
{
	Parallel.ForEach(myItems, async void (myItem) =>
	{
		task1 = Task.Run(() => throw new SystemException("Test exception in Task.Run"));
		task2 = Task.Run(async () =>
		{
			await Task.Delay(1000);
			WriteToTextBox(myItem);
		});
		await Task.WhenAll(task1, task2);
	});
}
catch (Exception ex)
{
	WriteToTextBox(ex.Message);
}

Parallel.ForEachAsync:

string[] myItems = ["item1", "item2", "item3", "item4", "item5"];

Task task1;
Task task2;

using CancellationTokenSource cts = new();
CancellationToken token = cts.Token;

try
{
	int i = 0;
	await Parallel.ForEachAsync(myItems, new ParallelOptions
		{
			CancellationToken = token
		}
		, async (myItem, ct) =>
		{
			i = Interlocked.Increment(ref i);
			task1 = Task.Run(() => throw new SystemException($"Test exception in Task.Run {i}"), ct);
			task2 = Task.Run(async () =>
			{
				await Task.Delay(1000, ct);
				WriteToTextBox(myItem);
			}, ct);
			await Task.WhenAll(task1, task2);
		});
}
catch (Exception ex)
{
	WriteToTextBox(ex.Message);
}

Only one exception will be thrown in output:

item4
item2
item1
item5
item3
Test exception in Task.Run 5

Example download from here