Catch unhandled SocketException while reading HttpWebResponse asynchronously

All asynchronous calls to HttpWebRequest.BeginGetResponse / EndGetResponse and HttpWebResponse.GetResponseStream (). BeginRead / EndRead are created from try / catch blocks, however these exceptions propagate and leave no chance to handle them and terminate the application:

Unhandled Exception: System.IO.IOException: Unable to read data from transport connection: The established connection was interrupted by your host computer software. ---> System.Net.Sockets.SocketException: The established connection was interrupted by software on your host machine.

Unhandled Exception: System.IO.IOException: Unable to read data from transport connection: An existing connection was forcibly closed by the remote host. ---> System.Net.Sockets.SocketException: An existing connection was forcibly closed by the remote host

Unhandled Exception: System.IO.IOException: Unable to read data from the transport connection: An established connection was aborted by the software in your host machine. ---> System.Net.Sockets.SocketException: An established connection was aborted by the software in your host machine
   at System.Net.Sockets.Socket.BeginReceive(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags, AsyncCallback callback, Object state)
   at System.Net.Sockets.NetworkStream.BeginRead(Byte[] buffer, Int32 offset, Int32 size, AsyncCallback callback, Object state)
   --- End of inner exception stack trace ---
   at System.Net.Sockets.NetworkStream.BeginRead(Byte[] buffer, Int32 offset, Int32 size, AsyncCallback callback, Object state)
   at System.Net.PooledStream.BeginRead(Byte[] buffer, Int32 offset, Int32 size, AsyncCallback callback, Object state)
   at System.Net.ConnectStream.BeginReadWithoutValidation(Byte[] buffer, Int32 offset, Int32 size, AsyncCallback callback, Object state)
   at System.Net.ConnectStream.BeginRead(Byte[] buffer, Int32 offset, Int32 size, AsyncCallback callback, Object state)
   at System.IO.Compression.DeflateStream.ReadCallback(IAsyncResult baseStreamResult)
   at System.Net.LazyAsyncResult.Complete(IntPtr userToken)
   at System.Net.ContextAwareResult.CompleteCallback(Object state)
   at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
   at System.Net.ContextAwareResult.Complete(IntPtr userToken)
   at System.Net.LazyAsyncResult.ProtectedInvokeCallback(Object result, IntPtr userToken)
   at System.Net.Sockets.BaseOverlappedAsyncResult.CompletionPortCallback(UInt32 errorCode, UInt32 numBytes, NativeOverlapped* nativeOverlapped)
   at System.Threading._IOCompletionCallback.PerformIOCompletionCallback(UInt32 errorCode, UInt32 numBytes, NativeOverlapped* pOVERLAP)

      

        
        
        
      

    

Actual code snippets:

public static RequestState StartDownload(string url, string referer, RequestData data, DownloadEventHandler completedHandler, DownloadExceptionHandler failedHandler)
{
    RequestState state = null;

    try
    {
        var request = CreateWebRequest(url, referer, data);
        state = new RequestState(url, data, request)
        {
            DownloadCompleted = completedHandler;
            DownloadFailed = failedHandler;
        }

        state.ResponseAsyncResult = request.BeginGetResponse(WebResponseCallback, state);
        state.AsyncTimeoutHandle = ThreadPool.RegisterWaitForSingleObject(state.CompletedHandle, DownloadTimeoutCallback, state, TimeSpan.FromSeconds(data.DownloadTimeout), true);
    }
    catch(Exception ex)
    {
        Trace.TraceError(ex.ToString());
    }

    return state;
}

private static void DownloadTimeoutCallback(object state, bool timedOut)
{
    var requestState = (RequestState)state;

    try
    {
        requestState.AsyncTimeoutHandle.Unregister(null);

        if(timedOut)
        {
            requestState.Request.Abort();
        }
    }
    catch(Exception ex)
    {
        Trace.TraceError(ex.ToString());
    }
}

private static void WebResponseCallback(IAsyncResult asyncResult)
{
    var state = (RequestState)asyncResult.AsyncState;
    try
    {
        var response = (HttpWebResponse)state.Request.EndGetResponse(asyncResult);
        WebResponse(state, response);
    }
    catch (Exception ex)
    {
        Trace.TraceError(ex.ToString());
    }
}

private static void WebResponse(RequestState state, HttpWebResponse response)
{
    state.ActualUrl = state.Request.Address.ToString();
    state.Response = response;

    BeginRead(state);
}

private static void BeginRead(RequestState state)
{
    var stream = state.Response.GetResponseStream();
    state.ReadAsyncResult = stream.BeginRead(state.Buffer, 0, state.BufferSize, ReadCallBack, state);
}

private static void ReadCallBack(IAsyncResult asyncResult)
{
    var state = (RequestState)asyncResult.AsyncState;

    try
    {
        var stream = state.Response.GetResponseStream();
        var bytesRead = stream.EndRead(asyncResult);

        if (bytesRead > 0)
        {
            //there is still more data to read
            state.AppendResponseData(state.Buffer, 0, bytesRead);
            BeginRead(state);
        }
        else
        {
            state.Response.Close();
            state.InvokeDownloadCompleted();
        }       
    }
    catch(Exception ex)
    {
        Trace.TraceError(ex.ToString());
    }
}

      

        
        
        
      

    

PS: The bug report was posted to Microsoft Connect https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=510564