WCF/C# Unable to catch EndpointNotFoundException

Take a look at this post for details on this possible solution. The code shows use of a generate proxy but is valid on ChannelFactory and others as well.

Typical here-be-dragons pattern

using (WCFServiceClient c = new WCFServiceClient())
{
    try
    {
        c.HelloWorld();
    }
    catch (Exception ex)
    {
        // You don't know it yet but your mellow has just been harshed.

        // If you handle this exception and fall through you will still be cheerfully greeted with 
        // an unhandled CommunicationObjectFaultedException when 'using' tries to .Close() the client.

        // If you throw or re-throw from here you will never see that exception, it is gone forever. 
        // buh bye.
        // All you will get is an unhandled CommunicationObjectFaultedException
    }
} // <-- here is where the CommunicationObjectFaultedException is thrown

Proper pattern:

using (WCFServiceClient client = new WCFServiceClient())
{
    try
    {
        client.ThrowException();

    }
    catch (Exception ex)
    {
        // acknowledge the Faulted state and allow transition to Closed
        client.Abort();

        // handle the exception or rethrow, makes no nevermind to me, my
        // yob is done ;-D
    }
} 

Or, as expressed in your question without a using statement,

WCFServiceClient c = new WCFServiceClient();

try
{
    c.HelloWorld();
}
catch
{
    // acknowledge the Faulted state and allow transition to Closed
    c.Abort();

    // handle or throw
    throw;
}
finally
{
    c.Close();
}