From @zneak on August 3, 2017 0:9

Environment data

VS Code version: Version 1.14.2 (1.14.2)
Python Extension version: 0.6.9
Python Version: Python 2.7.10
OS and version: macOS Sierra 10.12.4

Actual behavior

The debugger does not stop when an uncaught exception is raised from native code, even if the breakpoint on "uncaught exceptions" is set.

Expected behavior

The debugger should probably stop wherever looks the most appropriate (probably on the most recent Python stack frame).

Steps to reproduce:

• Install Cython
• Create an "ext.pyx" file that only contains raise KeyError("oopsie")
• Build extension with Cython, then copy the shared object to a place that you can easily import it from (like the source folder)
• From VS Code, create and run a Python script that imports said extension

Logs

Output from Python output panel: (traceback ...)
Output from Console window (Help->Developer Tools menu): (empty)

Copied from original issue: DonJayamanne/pythonVSCode#1137