Application insights: no data for dependency calls - asp.net

Question

ASP.NET site hosted on Azure VM. ApplicationInsights Status Monitor installed on VM. Default ApplicationInsights.config created by "Add AppInsights" menu in Visual Studio, only custom initializer added instead of ikey:
<Add Type="WebSite.WebSiteTelemetryInitializer, WebSite" />
Code:
public class WebSiteTelemetryInitializer : ITelemetryInitializer
{
public void Initialize(ITelemetry telemetry)
{
TelemetryConfiguration.Active.InstrumentationKey = WebConfigurationManager.AppSettings["ikey"];
telemetry.Context.User.Id = Environment.UserName;
telemetry.Context.Session.Id = Guid.NewGuid().ToString();
telemetry.Context.Component.Version = typeof(WebSiteTelemetryInitializer).Assembly.GetName().Version.ToString();
}
}
All works as expected, but there is no performance data (Cpu, memory). After adding apppool user to Performance Monitor Users group:
$group = [ADSI]"WinNT://$Env:ComputerName/Performance Monitor Users,group"
$ntAccount = New-Object System.Security.Principal.NTAccount("IIS APPPOOL\DefaultAppPool")
$strSID = $ntAccount.Translate([System.Security.Principal.SecurityIdentifier])
$user = [ADSI]"WinNT://$strSID"
$group.Add($user.Path)
there is no data for dependency calls.
UPDATE
There are 3 repeating trace logs:
AI (Internal): Complete creating shadow copy of extension,
extensionBaseDirectory: C:\inetpub\wwwroot\site\bin, extensionName:
Microsoft.ApplicationInsights.Extensions.Intercept with error System.UnauthorizedAccessException: Access to the path 'C:\Windows\system32\config\systemprofile' is denied.
AI (Internal): Extension attach failure, unable to attach, baseFolder: C:\inetpub\wwwroot\site\bin, nativeExtensionName: Microsoft.ApplicationInsights.Extensions.Intercept
AI (Internal): [msg=RemoteDependencyModule failed];[msg=System.InvalidOperationException: Failed to attach extension, hresult: 2147500037

Answer 1

Remote dependencies:
Ok, so that is what is preventing ApplicationInsights from collecting dependencies:
AI (Internal): Complete creating shadow copy of extension, extensionBaseDirectory: C:\inetpub\wwwroot\site\bin, extensionName: Microsoft.ApplicationInsights.Extensions.Intercept with error System.UnauthorizedAccessException: Access to the path 'C:\Windows\system32\config\systemprofile' is denied.
C:\Windows\system32\config\systemprofile is what is set as a temp folder for your process. You need to change temp folder for the process and make sure that your application can write there. (ApplicationInsights is coping native binaries there that are used by profiler. Temp folder is also used when you have temporary internet access issues. It saves events that were not sent and sends them when connection is restored.)
Performance counters:
In order to collect performance counters the user that application pool runs under (usually it's ApplicationPoolIdentity) should be a member of Performance Monitor Users group on the box. Ensure that it's added there and you should do iisreset after adding the user to the group otherwise changes will not take effect.
Described here at the bottom:
http://blogs.msdn.com/b/visualstudioalm/archive/2014/12/11/updated-application-insights-status-monitor-to-support-12-and-later-application-insights-sdk.aspx

Answer 2

Just to add, you can change the temp folder that Application Insights writes to by editing the end of applicationsinsights.config file and adding the location of temp folder. Here's what I've done:
<TelemetryChannel Type="Microsoft.ApplicationInsights.WindowsServer.TelemetryChannel.ServerTelemetryChannel, Microsoft.AI.ServerTelemetryChannel">
<StorageFolder>D:\AITempFolder</StorageFolder>
Hope this helps someone else too.