Some unhandled exceptions crash Unity

It seems that only unhandled exceptions thrown in the update loop will be logged. All other unhandled exceptions, such as those thrown in the Awake, or from another thread will crash Unity.

// caught and logged
public void Update()
{
    throw new Exception();
}

// crash
public void Awake()
{
    throw new Exception();
}

// crash
public void Update()
{
    var thread = new Thread(() => { throw new Exception(); });
    thread.Start();
}

Given that swallowing an exception in Update() is relatively safe to do... in Awake() or another thread, that could leave the game in a very unknown state... What are some ways others are handling unhandled exceptions?