Application Insights can only report on errors that occur after the app starts when the app's logging features become available

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Application Insights provides telemetry from apps hosted by IIS, including error logging and reporting features. Application Insights can only report on errors that occur after the app starts when the app's logging features become available. For more information, see Application Insights for ASP.NET Core.

https://docs.microsoft.com/en-us/aspnet/core/host-and-deploy/iis/troubleshoot?view=aspnetcore-2.1