PR Summary

Fixes #15726.

When an error is thrown due to $ErrorActionPreference = 'Stop', we now mark it at the first opportunity to prevent having the action preference re-interpreted at a later stage (so that a finally block changing the value won't cause the error to be quietly downgraded).

Labelled as a breaking change because the existing behaviour is observable, but I think is a bucket-3 corner case behaviour that users would experience as a bug. Of note is that ordinary errors written with the WriteError() API will exhibit the correct behaviour, and this change just ensures that all other errors behave the same way.

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