custom_terminate_handler does not terminate
custom_terminate_handler provides a std::terminate_handler.
CppReference [1] says: "A std::terminate_handler shall terminate execution of the program without returning to the caller, otherwise the behavior is undefined." Currently, we are launching the message box, but then we do nothing to prevent control from being returned to the caller.
[1] https://en.cppreference.com/w/cpp/error/terminate_handler