Brainstorming on correct data handling on application exit or error

 static void Main(string[] args)
        {


            //Get data
            
            SqlConnection connection = new SqlConnection(ConfigurationManager.ConnectionStrings["X"].ConnectionString);
            SqlCommand command = new SqlCommand();
            command.CommandType = CommandType.StoredProcedure;
            command.CommandText = "dbo.stp_GetMessagesToReprocess";
            command.Parameters.Add("@iMaxRows", SqlDbType.Int);
            command.Parameters["@iMaxRows"].Value = ConfigurationManager.AppSettings["iMaxRows"];
            command.Connection = connection;
            SqlDataReader reader;
            connection.Open();
            try
            {
                string id = string.Empty;
                reader = command.ExecuteReader();
                try
                {

                    HttpWebResponse webResponse;
                    while (reader.Read())
                    {
                        // Sleep 2 sec to not overload the system
                        System.Threading.Thread.Sleep(500);

                        // Fields
                        
                        id = reader["id"].ToString();
                        string msisdn;
                        msisdn = reader["m"].ToString();
                        string provider;
                        provider = reader["p"].ToString();
                        string linker;
                        linker = reader["lid"].ToString();
                        string shortcode;
                        shortcode = reader["o"].ToString();
                        string message;
                        message = reader["msg"].ToString();
                        string time;
                        //time = DateTime.Now.ToString("yyyy-MM-ddTHH:mm:ss.fff");
                        time = reader["t"].ToString();
                        time = Convert.ToDateTime(time).ToString("yyyy-MM-ddTHH:mm:ss.fff");
                        Boolean real;
                        real = ((Boolean)reader["r"]);
                        string value_real = "1";
                        if(!real)
                        {
                            value_real = "0";
                        }
                        
                       

                        //real = "1";

                        // Create xml to send
                        StringBuilder xml = new StringBuilder();

                        xml.AppendLine("");
                        xml.AppendLine("");
                        xml.AppendLine("    " + msisdn + "");
                        xml.AppendLine("    
" + provider + "
");
                        xml.AppendLine("    " + linker + "");
                        xml.AppendLine("    " + shortcode + "");
                        xml.AppendLine("    " + message + "");
                        xml.AppendLine("    " + time + "");
                        xml.AppendLine("    " + value_real + "");
                        xml.AppendLine("");

                        Console.WriteLine(xml.ToString());

                        //Send data to sms dispatcher
                        string ulrEncoded = HttpUtility.UrlEncode(xml.ToString());
                        HttpWebRequest req = (HttpWebRequest)WebRequest.Create("http://1.1.1.1:8080/tools/tester.mxm?xml=" + ulrEncoded);
                        req.Timeout = 30000;
                        req.Method = "POST";
                        //StreamWriter stOut = new StreamWriter(req.GetRequestStream(), System.Text.Encoding.ASCII);
                        StreamWriter stOut = new StreamWriter(req.GetRequestStream(), System.Text.Encoding.Default);
                        stOut.Write(xml.ToString());
                        stOut.Close();

                        webResponse = (HttpWebResponse)req.GetResponse();
                        int status = ((int) webResponse.StatusCode);
                        webResponse.Close();
                        if (status != 200)
                        {
                            throw new Exception();
                        }

                        // Close reader
                        //reader.Close();

                        //Update data to status done
                        SqlConnection connection2 = new SqlConnection(ConfigurationManager.ConnectionStrings["X"].ConnectionString);
                        connection2.Open();
                        try
                        {
                            SqlCommand commandUpdate = new SqlCommand();
                            commandUpdate.Connection = connection2;
                            //commandUpdate.CommandType = CommandType.StoredProcedure;
                            commandUpdate.CommandType = CommandType.Text;
                            commandUpdate.CommandText = "update TMP_DATA.dbo.tb_resend set [status] = 1 where [id] = " + id;
                            //commandUpdate.Parameters.Add("@iId", SqlDbType.Int);
                            //commandUpdate.Parameters["@iId"].Value = id;
                            //commandUpdate.CommandText = commandUpdate.ToString();
                            commandUpdate.ExecuteNonQuery();
                        }
                        catch(Exception ex)
                        {
                            ;
                        }
                       finally
                        {
                            connection2.Close();
                        }
                       

                    }
                }
                catch (Exception ex)
                {
                   Console.WriteLine("Erro for id: " + id.ToString()) ;
                   //Update data to status done
                   SqlConnection connection2 = new SqlConnection(ConfigurationManager.ConnectionStrings["X"].ConnectionString);
                   connection2.Open();
                   try
                   {
                       SqlCommand commandUpdate = new SqlCommand();
                       commandUpdate.Connection = connection2;
                       //commandUpdate.CommandType = CommandType.StoredProcedure;
                       commandUpdate.CommandType = CommandType.Text;
                       commandUpdate.CommandText = "update TMP_DATA.dbo.tb_resend set [status] = 2 where [id] = " + id;
                       //commandUpdate.Parameters.Add("@iId", SqlDbType.Int);
                       //commandUpdate.Parameters["@iId"].Value = id;
                       //commandUpdate.CommandText = commandUpdate.ToString();
                       commandUpdate.ExecuteNonQuery();
                   }
                   catch (Exception ex2)
                   {
                       ;
                   }
                   finally
                   {
                       connection2.Close();
                   }
                }
                finally
                {
                   if(!reader.IsClosed){reader.Close();}
                }

               

            }
            catch (Exception ex)
            {
                ;
            }
            finally
            {
                connection.Close();
            }


        }
    }