We don't like errors, but they will happen anyway, so it's important to have a centralized way to handle errors in our angular app. We want to catch, identify and take actions with them.
In this post we will:

Implement global error handler in angular
Add Application Insights (aka AI) sdk
Track errors in AI

Implement global error handler in angular
Angular makes our life easier catching the errors globally thank to ErrorHandler class, so let's see how to implement it

Create Global Error Handler service and implement ErrorHandler class

import { Injectable, ErrorHandler } from "@angular/core";
import { HttpErrorResponse } from "@angular/common/http";

@Injectable({
  providedIn: "root",
})
export class GlobalErrorHandler implements ErrorHandler {
  constructor() {}

  handleError(error: Error | HttpErrorResponse) {}
}

Update app.module.ts providers

import { BrowserModule } from "@angular/platform-browser";
import { NgModule, ErrorHandler } from "@angular/core"; 
import { AppRoutingModule } from "./app-routing.module";
import { AppComponent } from "./app.component";
import { HttpClientModule } from "@angular/common/http";
import { GlobalErrorHandler } from "./services/global-error-handler";

@NgModule({
  declarations: [AppComponent],
  imports: [BrowserModule, HttpClientModule, AppRoutingModule],
  providers: [{ provide: ErrorHandler, useClass: GlobalErrorHandler }], // Our service added

  bootstrap: [AppComponent],
})
export class AppModule {}

Add Application Insights sdk
We need to add this dependency in our app

npm i --save @microsoft/applicationinsights-web

Now let's create a service to send exceptions to AI

import { Injectable } from "@angular/core";
import { ApplicationInsights } from "@microsoft/applicationinsights-web";
import { environment } from "src/environments/environment";
@Injectable({
  providedIn: "root",
})
export class ApplicationInsightService {
  appInsights: ApplicationInsights;
  constructor() {
    this.appInsights = new ApplicationInsights({
      config: {
        connectionString: environment.appInsightsConfig.connectionString, // provided by Azure
        /* ...Other Configuration Options... */
      },
    });
    this.appInsights.loadAppInsights();
    this.appInsights.trackPageView();
  }

  logError(error: Error) {
    this.appInsights.trackException({ exception: error });
  }
}

And then integrate it with our global error handler service

import { Injectable, ErrorHandler } from "@angular/core";
import { HttpErrorResponse } from "@angular/common/http";
import { ErrorService } from "./error.service";
import { LogService } from "./log.service";

@Injectable({
  providedIn: "root",
})
export class GlobalErrorHandler implements ErrorHandler {
  constructor(
    private errorService: ErrorService,
    private logService: LogService
  ) {}

  handleError(error: Error | HttpErrorResponse) {
    if (error instanceof HttpErrorResponse) {
      // Server error
      alert(this.errorService.getHttpError(error));
    } else {
      // Client Error
      this.logService.logErrorOnApplicationInsight(error);
      alert(this.errorService.getClientSideError(error));
    }
    // Always log errors
    this.logService.logError(error);
  }
}

logService is just a wrapper to take log actions

import { Injectable } from "@angular/core";
import { ApplicationInsightService } from "./application-insight.service";
import { HttpErrorResponse } from "@angular/common/http";

@Injectable({
  providedIn: "root"
})
export class LogService {
  constructor(private applicationInsightService: ApplicationInsightService) {}

  logErrorOnApplicationInsight(error: Error) {
    return this.applicationInsightService.logError(error);
  }

  logError(error: Error | HttpErrorResponse) {
    console.error(error);
  }
}

Track errors in AI
To be able to see errors we send from the app we need to

Create AI artifact (need a resource group first)
Get connection string and add it into our app (you will find it in Azure portal)
Throw an error from our app and track exception (check example app)

This is how the errors look in AI

References

Global Error Handler in Angular + Application Insights