Global Handling is not firing in Production

I have a web page where in DEV I was saving the XML file to my local computer. Well I forgot about the code and published to Production. When you click the button on production, nothing happens and it just sits there. I would like it to go to my Application_Error in my global file. What could cause that not to happen? I don't really want to do a try catch because this code will not be there for sure in Production, just curious why my error handling didn't pick up and redirect the user to an error page?
Here is the code it is failing on:
xmlFileZip.Save(@"C:\Xml\zipDelete.xml"); xmlFileMain.Save(@"C:\Xml\mainDelete.xml");
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