Uncatchable errors from Entity Framework

I am trying to implement a basic example of Entity Framework, using the Code First approach, with an external database. I just want to read some already existing data, from a table in my database. The way I have implemented it works, in the sense that it shows the right output, but it throws a bunch of exceptions during the process. I have located the line of code, during which the exceptions are thrown, but I cannot catch them, using try/catch (see code).

Here is a screen dump of the Output log (debug) when I run the program (I have highlighted the final output with pink):

And here is a screen dump of the table I am connecting to:

Even though the output is correct, the errors do seem to affect the performance. It takes somewhere between 2-3 seconds to run the code, even though the table only contains six columns and three rows.

What I have done wrong, to make it behave like this?

CODE

The function which uses the EF-connection:

public PrintFirstEmployeeName()
{
    try
    {
        UniContext db = new UniContext();

        // Exceptions are thrown during this line of code:
        string fullName = db.Employees.FirstOrDefault().first_name 
                  + " " + db.Employees.FirstOrDefault().last_name; 

        Debug.WriteLine($"Hello { fullName }!");
    }
    catch (Exception ex)
    {
        Debug.WriteLine(ex.Message);
    }
}

The employee model (names are matching database names 1:1):

[Table("dbo.sandbox_employee")]
public class EmployeeModel
{
    [Key]
    public int employee_id { get; set; }
    public string first_name { get; set; }
    public string last_name { get; set; }
    public int age { get; set; }
    public int company_id { get; set; }
}

The dbContext implementation:

public class UniContext : DbContext
{
    public UniContext() : base("Name=MyConnString") { }
    public DbSet<EmployeeModel> Employees { get; set; }
}

And finally the App.config file:

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <configSections>
    <section name="entityFramework" type="System.Data.Entity.Internal.ConfigFile.EntityFrameworkSection, EntityFramework, Version=6.0.0.0, Culture=neutral, PublicKeyToken=xxx" requirePermission="false" />
  </configSections>

  <connectionStrings>
    <add name="MyConnString" connectionString="Integrated Security = SSPI; Persist Security Info = False; Data Source = MyServer; Database = MyDatabase" providerName="System.Data.SqlClient"/>
  </connectionStrings>

  <startup>
    <supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.7" />
  </startup>

  <entityFramework>

    <defaultConnectionFactory type="System.Data.Entity.Infrastructure.SqlConnectionFactory, EntityFramework">

      <parameters>
        <parameter value="System.Data.SqlClient" />
      </parameters>

    </defaultConnectionFactory>

    <providers>
      <provider invariantName="System.Data.SqlClient" type="System.Data.Entity.SqlServer.SqlProviderServices, EntityFramework.SqlServer" />
    </providers>

</entityFramework>

</configuration>

ERRORS

As far as I can tell, there are 3 different errors. All of them are thrown multiple times...

1. Exception thrown: 'System.Data.SqlClient.SqlException' in System.Data.dll
2. Exception thrown: 'System.Data.Entity.Core.EntityCommandExecutionException' in EntityFramework.dll
3. Exception thrown: 'System.Data.Entity.Core.EntityCommandExecutionException' in EntityFramework.SqlServer.dll