VS 2019 Cannot disable breaking on exception when thrown

I'm running into the exception:

Unhandled exception at 0x00007FFDCC6356DC (mkl_core.dll) in AudioPluginHost.exe: 0xC0000005: Access violation accessing location 0x0000000000000000.

I am told No symbol file loaded for mkl_core.dll which from what I've read should be ignored as mkl doesn't come with debugging symbols and there's no reason to need it.

So, as is visible in the first picture, I tried deselecting "Break when this exception type is thrown," but the same error keeps happening regardless. I'm not sure how I can ignore this exception as was advised in some Intel boards.

Some added context: this is a JUCE audio plugin and the alert is associated with Intel MKL. It's breaking on the code, dftiStatus = DftiFreeDescriptor(&dftiHandle); and the project is in C++.