MyManagedFunc in managed.exe calls into MyUnmanagedFunc() in unmanaged.dll. I produce a minidump in unmanaged.dll using Win32. SetUnhandledExceptionFilter. I can see MyU
Judging from your output you have not set up a proper symbol path. Use the command .symfix to make WinDbg use the default public Microsoft symbol server (with a local cache). This is needed if you want to have any detail in your session output. For further info on setting up symbols please check the WinDbg help file (use .hh to launch it from WinDbg command window).
From the current output it looks like you have a divide-by-zero exception on the thread da0.1340. However, without a proper setup your sos commands yield no useful info.
The minidump type has to be MiniDumpWithFullMemory. If it's not that type, there's no "ThreadStore".