To get round the issue of a try/catch/finally being disrupted by transfer and redirection, fill the details of the redirection in this class and run at the end of finally if not null.

Redirection.cs

/// <summary>
/// To get round the issue of a try/catch/finally being disrupted by transfer and redirection, fill the details of the redirection in this class and run at the end of finally if not null.
/// </summary>
public class Redirection
{
	public enum TransferType
	{
		Redirect,
		Transfer
	}

	public TransferType Type { get; set; }
	public String Location { get; set; }
	public HttpContextBase Context { get; set; }

	public Redirection() 
		: this(new HttpContextWrapper(HttpContext.Current), "", TransferType.Redirect) {}

	public Redirection(HttpContextBase context, String location, TransferType transferType) {

		this.Context = context;
		this.Type = transferType;
		this.Location = location;
	}

	public void Go()
	{
		if (Type == TransferType.Transfer)
			this.Context.Server.Transfer(this.Location);
		else
			this.Context.Response.Redirect(this.Location, false);
		
	}
	
}