Exception User-Unhandled reported in VS Debugger when using Polly

I'm using Polly to catch an exception while calling a Pittney Bowes Geocoder service. I'm using a g1client library that throws a MessageProcessingException. I've wrapped the call in a Polly network policy to retry the call up to 3 times if this exception is thrown, but Visual Studio insists that the exception is "User-Unhandled" What do I need to modify to make this exception be handled? I'm using Visual Studio 2017 community Edition and C# 4.6.1.

try
{
    var networkPolicy = Policy
                              .Handle<MessageProcessingException>()
                              .Or<Exception>()
                              .WaitAndRetry(
                                   3,
                                   retryAttempt => TimeSpan.FromSeconds(Math.Pow(2, retryAttempt)),
                                   (exception, timeSpan, context) =>
                                   {
                                       System.Diagnostics.Debug.WriteLine("Exception being retried" + exception);
                                   });
    geocoderResponse = networkPolicy.Execute(() => geocoderService.Process(geocoderRequest));
}
catch (MessageProcessingException ex)
{
    log.Error("MessageProcessingException calling the Geocoder service", ex);
    throw ex;
}
catch (Exception ex)
{
    log.Error("Exception calling the Geocoder service", ex);
    throw ex;
}

The error message is:

g1client.MessageProcessingException occurred
  HResult=0x80131500
  Message=Unable to read data from the transport connection: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. Client timeout
  Source=g1client
  StackTrace:
   at g1client.UTF8Serializer.DeserializeHashtable(NetworkStream networkStream)
   at g1client.UTF8Serializer.GetMessage(NetworkStream networkStream)
   at g1client.SocketGatewayConnection.ProcessBytes(Byte[] bytesIn)
   at g1client.SocketGatewayConnection.Process(Message message)
   at g1client.RemoteService.Process(Message message)
   at Midas.Core.PBGeocoder.Geocoder.<>c__DisplayClass27_0.<Bulk2PassGeocode>b__2() in E:\Source Code\GitHub\Midas.Core\Midas.Core.PBGeocoder\Geocoder.cs:line 321
   at Polly.Policy.<>c__DisplayClass75_0`1.<Execute>b__0(CancellationToken ct)
   at Polly.Policy.<>c__DisplayClass27_0`1.<Execute>b__0(CancellationToken ct)
   at Polly.RetrySyntax.<>c__DisplayClass11_0.<WaitAndRetry>b__1(CancellationToken ct)
   at Polly.Retry.RetryEngine.Implementation[TResult](Func`2 action, CancellationToken cancellationToken, IEnumerable`1 shouldRetryExceptionPredicates, IEnumerable`1 shouldRetryResultPredicates, Func`1 policyStateFactory)

I'd like to also track down why I'm getting this error, so any help debugging that would be great also. I only get it the first time I call the service with a large request. In this case I was sending 1000 addresses to be processed. The next run the request will be handled in under a second, but the first time it doesn't work.