How to force VS2019 ignore exceptions inside “try” section
First, I agree with dixv and thanks for his help.
Current VS IDE can ignore specific exceptions as required.Under Debug-->Windows-->Exception settings
You can record the previous exception's name and search under it and then uncheck it.

Note
After that, please uncheck Just My Code option, otherwise the exception may still be interrupted.
Tools-->Options-->Debugging-->General-->Just My Code
Update 1
If you enable that feature and also want to see the detailed info about that exception without breaking Debugging, you can add these code in catch
try
{
xxxxxxxxxxxxxxx
}
catch (Exception e) {
Debug.WriteLine("=============================");
Debug.WriteLine(e.Message);
Debug.WriteLine(e.Source);
Debug.WriteLine(e.StackTrace);
Debug.WriteLine("=============================");
}
It will show the specific info about that exception in output window:

More info, you can refer to this issue.
Update 2
When you face that situation, you can just click on View Detail of that exception window, it will call Watch Widow and then when you click on StackTrace, it will show the related error file name and related line to you.

Hope it will help you.