When running the instance on the Microsoft Azure App Service, the Application Insights might not show exception details. The root cause of the issue is that the Application Insights does not record exception details from Sitecore XP logs to the Application Insights "traces" report.
To resolve the issue, download and install the hotfix compatible with the affected product version (carefully follow all the instructions from the readme.txt file):
Hotfixes should be applied to all Sitecore XP roles (Content Management, Content Delivery, Processing, Reporting, or Standalone).
Note: After applying a hotfix, you can retrieve stack traces for new "traces" records, for example, using the following query:
traces
| where severityLevel > 2
| order by timestamp desc
| project timestamp, message, customDimensions.StackTrace, customDimensions.InstanceName