TaskCanceledException with ContinueWith

You are using the wrong taskcontinuationoption:

See following link : https://msdn.microsoft.com/en-us/library/system.threading.tasks.taskcontinuationoptions%28v=vs.110%29.aspx

It says : Specifies that the continuation task should be scheduled only if its antecedent threw an unhandled exception. This option is not valid for multi-task continuations.