How should you diagnose the error SEHException - External component has thrown an exception
Yes. This error is a structured exception that wasn't mapped into a .NET error. It's probably your DataGrid mapping throwing a native exception that was uncaught.
You can tell what exception is occurring by looking at the ExternalException.ErrorCode property. I'd check your stack trace, and if it's tied to the DevExpress grid, report the problem to them.
How to find reason for 'System.Runtime.InteropServices.SEHException' occurred in System.Private.CoreLib.ni.dll?
Make sure that "Break When Thrown" is enabled for the exception type (settings are in Debug -> Windows -> Exceptions). This will cause the debugger to stop where the problem occurs and makes it easier to figure out where the problem is.
System.Runtime.InteropServices.SEHException (0x80004005): External component has thrown an exception
You can't use CloseHandle with a pointer to user memory. You need to allocate a HANDLE in order to close it. What do you expect CloseHandle to close?
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