actually php_remote.exe ends with request, it's a kind of debugger proxy when we are not able to "attach" to the actual php.exe process. If it ends it means the php request ended.
But thank you for pointing it out, we can see it might be confusing.
Btw. you can turn on what exception or warning to break on in debugger, so you would see the issue directly in UI https://docs.devsense.com/en/vs/debugging/exceptions
The output pane currently shows the exceptions and other issues only for PHP build-in server, because it doesn't have any negative impact on performance. When debugging remotely it would degrade performance to show every error or warning in output pane, so the best option, for now, is to just leave it to user if he wants to turn it on in debugger exception settings as you can see in the documentation. Anyway we will consider to display it in output pane all the time even in case it's turned off in debugger expcetion settings.