The Talon Manual

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If an exception is thrown by a MessageFilter, it is handled according to the AepEngine.AppExceptionHandlingPolicy for this engine. If the policy is AepEngine.AppExceptionHandlingPolicy.LogExceptionAndContinue, the message is not dispatched to application handlers and is acknowledged.

HA Considerations

Any processing done in a message filter is done outside of a transaction and the effects of processing done in a MessageFilter are not replicated to a backup. It is not legal for a MessageFilter to modify the appliaction's recoverable state. Applications using Event Sourcing should take particular care in this regard as it could lead to divergence between a primary and its backup(s).