Unhandled exception

Program.cs

using System;
using System.Runtime.InteropServices;

class Program
{
    // Define a delegate that matches the LPTHREAD_START_ROUTINE signature:
    // DWORD WINAPI ThreadProc(LPVOID lpParameter);
    [UnmanagedFunctionPointer(CallingConvention.StdCall)]
    private delegate uint ThreadProc(IntPtr lpParameter);

    // Import CreateThread from kernel32.dll
    [DllImport("kernel32.dll", SetLastError = true)]
    private static extern IntPtr CreateThread(
        IntPtr lpThreadAttributes,
        UIntPtr dwStackSize,
        ThreadProc lpStartAddress,
        IntPtr lpParameter,
        uint dwCreationFlags,
        out uint lpThreadId);

    // Import WaitForSingleObject and CloseHandle to synchronize and clean up
    [DllImport("kernel32.dll", SetLastError = true)]
    private static extern uint WaitForSingleObject(
        IntPtr hHandle,
        uint dwMilliseconds);

    [DllImport("kernel32.dll", SetLastError = true)]
    private static extern bool CloseHandle(IntPtr hObject);

    // Constants
    private const uint INFINITE = 0xFFFFFFFF;
    private const uint WAIT_OBJECT_0 = 0x00000000;

    static void Main()
    {
        // Create the thread, pointing to our managed ThreadFunction
        uint threadId;
        IntPtr threadHandle = CreateThread(
            IntPtr.Zero,                         // lpThreadAttributes
            UIntPtr.Zero,                        // dwStackSize (0 = default)
            ThreadFunction,                      // lpStartAddress
            IntPtr.Zero,                         // lpParameter
            0,                                   // dwCreationFlags (0 = run immediately)
            out threadId                         // receives the thread ID
        );

        if (threadHandle == IntPtr.Zero)
        {
            int err = Marshal.GetLastWin32Error();
            Console.WriteLine($"CreateThread failed with error {err}");
            return;
        }

        Console.WriteLine($"Thread {threadId} started.");

        // Wait for the thread to finish
        uint waitResult = WaitForSingleObject(threadHandle, INFINITE);
        if (waitResult != WAIT_OBJECT_0)
        {
            Console.WriteLine("WaitForSingleObject failed or timed out.");
        }
        else
        {
            Console.WriteLine("Thread has exited.");
        }

        Thread.Sleep(-1);

    }

    // This is the method our thread will execute
    private static uint ThreadFunction(IntPtr lpParameter)
    {
        throw new Exception("My exception");
    }
}