Capture the exact method and its location where the exception occurs. Log the base exception, as this will be the exception that caused any subsequent exceptions. Serialize the information using the JSON serialier to a JSON file. This will persist the information. Then you can deserialize the JSON file and present it as a HTML report.
Alternatively, save the exception as XML and use XSLT to transform the XML content into a HTML report.
See:
Displaying XML Files with CSS/XSLT
See:
Displaying HTML in a WPF RichTextBox
See:
Working with JSON in C# & VB