I have gateway project that send data by in MassTransit, and wait to get the response.

I the consumer I add filter to exceptions – the problem is that the exception Reaches the GW project before reaching the filter.
Here the GW code:

    private readonly IRequestClient<TokenContracts.FullRequest<REQ>> _Client;

public GWController(IRequestClient<TokenContracts.FullRequest<REQ>> submitTokenRequestClient)
{
    _Client = submitTokenRequestClient;
}

[HttpPost("REQ")]
public async Task<IActionResult> Validate(TokenContracts.FullRequest<REQ> model)
{
    if (!ModelState.IsValid)
    {
        return BadRequest(ModelState);
    }

    try
    {
        var response = await _Client.GetResponse<TokenContracts.FullResponse<Res>>(model);
           
        if (response?.Message?.Msg?.RcType != 1)
            return BadRequest(response.Message);

        return Accepted(response.Message);
    }
    catch (System.Exception ex)
    {
        return Problem(ex.Message);
    }
}  

here the consumer the startup.cs file:

    services.AddMassTransit(config =>
{

    config.AddConsumersFromNamespaceContaining<ConsumersLst>();

    config.AddBus(context => Bus.Factory.CreateUsingRabbitMq(c =>
    {
        c.UseFilter(new MyExceptionFilter<BadRequestException>(context.GetRequiredService<ILogger<MyExceptionFilter<BadRequestException>>>()));
        UseConsumeFilter(c, typeof(MyConsumeFilter<>), context);
        c.Host("rabbitmq://10.236.38.64:5672/", h =>
        {
            h.Password("guest");
            h.Username("guest");
        });


        c.ConfigureEndpoints(context, KebabCaseEndpointNameFormatter.Instance);
       

    }));
});

here the consume:

     public async Task Consume(ConsumeContext<FullRequest<REQ>> context)
 {
   
         var req = Encoding.UTF8.GetString((byte[])context.ReceiveContext.GetBody());

         var res = await mediator.Send(context.Message.appData);

         await context.RespondAsync<FullResponse<RES>>(res);
     throw new BadRequestException("very bed thing happebd")
         return;
   
 }

and here the filter:

public class MyExceptionFilter<TException> : IFilter<ConsumeContext>
     where TException : Exception
 {
     private readonly ILogger<MyExceptionFilter<TException>> _logger;

     public MyExceptionFilter(ILogger<MyExceptionFilter<TException>> logger)
     {
         _logger = logger;
     }

     public async Task Send(ConsumeContext context, IPipe<ConsumeContext> next)
     {
         try
         {
             await next.Send(context);
         }
         catch (TException ex)
         {
             await HandleException(context, ex);
             return;

         }
     }

my big problem is that when I debug my projects with breakPoints I see that after this line:

throw new BadRequestException("very bed thing happebd") in the consumer ,I get to this line:

catch (System.Exception ex)
  {
      return Problem(ex.Message);
  }

I the gw and just after it I get to this method in the filter:

catch (TException ex)
  {
      await HandleException(context, ex);
      return;

  }  

because of that the exception comes to the filter without my changes in the filter
Someone can help?