Answered this originally in GitHub issue.
So I've just spent almost a day trying to make snapshot debugger work in a legacy ASP.NET application and now it finally works! While there's no guarantee that the issue I've encountered is the same as yours was, I believe it is quite possible, because the symptoms I experienced were basically the same.
TL;DR: it is .
Problem
Application Insights probably tries to be resilient to failures by preferring to (silently?) ignore them.
And that is what it does to SnapshotCollectorTelemetryProcessor. It simply silently skips it if it fails to load and proceeds happily without it. You can verify this by entering any garbage instead of Microsoft.ApplicationInsights.SnapshotCollector.SnapshotCollectorTelemetryProcessor, Microsoft.ApplicationInsights.SnapshotCollector as Type attribute value in ApplicationInsights.config.
And if you check TelemetryConfiguration.Active.DefaultTelemetrySink.TelemetryProcessors, it will simply miss those it failed to load.
A sure way to verify that problem is with assembly loading, just add this line somewhere in startup code:
var _ = typeof(SnapshotCollectorTelemetryProcessor);
That should trigger the error.
AFAIK, unlike with class library projects, Web.config in ASP.NET applications cannot benefit from , while NuGet package manager in VS won't do it either once you move to PackageReference (or to "new csproj with globs" like I did). So you have to maintain it somewhat manually.
"Fix"
As of today, assuming you have these reference versions in your csproj file,
you will probably need at least these redirects in Web.config
After adding those, I could see the SnapshotUploader directory created on disk and soon after simulating exceptions, some snapshots in the portal.
Extra quirks
As described above, the configuration by default is wrongly added to the root in ApplicationInsights.config and not under default sink.
Additionally, that sink configuration created by Microsoft.ApplicationInsights.Web contains duplicate entries for AdaptiveSamplingTelemetryProcessor, which will probably cause much less telemetry to be sampled than expected in some cases.
