Calling an API with an illegal character (non-ASCII, like ő) in a request header's value will result in a http 400 result and no exception on MVC side. The result does not contain any hints on what might be wrong or any callstack that could help diagnostics.
It would be great if there would be some more descriptive error (or even exception). I am using Application Insigths as well and this issue resulted in no request telemetry, no exception telemetry.