At best you get a minidump out of a CLR process that is misbehaving and take it to bits inside VS. You may or may not catch it doing bad things. Most likely you'll find yourself with half the threads inside win32 and an 20 mins wait for symbol server to snag the symbols.
As far as I can tell the symbol files got removed with one of the 4.5.x releases, and as early as June people were asking about them: https://social.msdn.microsoft.com/Forums/expression/en-US/7b...
Still no word... I'm no debugging expert, but it seems like you're SOL if you want to find a leak within managed code.
We had a system wide thrashing problem with ReaderWriterLockSlim which doesn't work properly under load. Took 15 mins to log into the box to blast the process. Couldn't even get any performance info out of it. Happens on a JVM on Unix; no problem.
For ref the concurrent collections should not be trusted under heavy load in processes with more threads than CPUs. Its to be honest piss poor quality.