If I run to a breakpoint in the OnClose handler the full call stack looks like this
Unit2.TForm2.FormClose($7F650010,caHide)
Vcl.Forms.TCustomForm.DoClose(???)
Well, that is normal, and there is no ProcessMessage there, the stack when the
exception raised is the most critical to find/capture, hence my question about why it is cut in the screenshot, or just the debugger is failing to walk the stack which indicate bigger/deeper issue in
RTL/
VCL flow like stack overflow (overwrite, wrong declaration..) or just a reproducible debugger failure.