I dug into this a bit more and figured I'd close the loop on it.
1. from brief testing - scheduled tasks are called by HTTPClient and it seems that if you call another page in the site with a CFHTTP call and that called page raises an exception, the OnError handler is not executed. .. so its not really a scheduled task thing, just a CFHTTP thing.
2. Fusion reactor has a setting for naming applications it can't identify by host name... and the default name for an unidentified app is 'MyApplication'.. So you will see that in request history. It's unidentified I think because lucee scheduled tasks have the port attached to the call and FR seems to identify apps based on exact host_name - so if your app is called app27 running on
x.y.com and the FR URL is logged as x.y.com:443 - there's no match