I suggest to use command line instead of integrated Visual Studio mode.
Open two consoles and ensure: 1. They can run your application 2. Run inspxe-vars.bat
In one console: inspxe-cl -collect mi2 -r r001mi2 -module-filter-mode=include -module-filter=your-program -- your-program (for example)
When you got some problems, do stop in other console: inspxe-cl -command stop -r r001mi2
Will it go smoothly to stop analysis? What are error message you will see?