@alf.krause,
Try to manually generate a report by EurekaLog for all running threads, this might help, you can call it manually or raise an exception, with EurekaLog settings set to pause all threads when generating a report.

Your screenshot showing a thread not the main thread and most likely that is OS one not even created by your application, open Threads while debugging with IDE.
Here a screenshot showing on the right what do you see (OS threads aka externals) and on the right the main thread, in your case there might be more, either yours or OS's:
Threads.jpg

Also you want to see if some API is in fact had executed and returned or not, so i suggest API monitor, there was a post explaining how to use it, and here what you might need to select
TaskDialogIndirect.png

Hope that helps.