SQL Server CE Persistence issue on a single PC

Question

I have a small application running on several PCs for over a couple of years now, with a SQL Server CE 4 database file in a shared location. It's been working for a long time without issues, but now, and on a single PC, there are persistence issues.

Here's the code in question (it's really old code):

try
{
    using (var context = new ClientFlowContainer())
    {
        Calls ct = context.CallsSet.Create();
        ct.ClientId = _clientId;
        if (Code.SelectedItem is Codes codes)
            ct.Code = codes.Id;
        ct.Data = DateTime.Today;
        ct.Result = _msg + Resultado.Text;
        ct.NextCall = checkBox1.Checked ? dateTimePicker1.Value : (DateTime?) null;
        context.CallsSet.Add(ct);
        context.SaveChanges();
    }
}
catch (Exception ex)
{
    while (ex != null)
    {
        MessageBox.Show(ex.Message);
        ex = ex.InnerException;
    }
}

There's no error message showing up so no exception is thrown - all other PCs work fine (and sometimes after some other PC runs this code then this PC can persist - but this is not garanteed)

So what could cause this behaviour? I'm thinking something external to my code but still I find it odd there's no error at all.

Any ideas?

EDIT 1:

As per request, here's the connection string:

in app.config, i have:

<connectionStrings>
    <add name="ClientFlowContainer" connectionString="metadata=res://*/Data.ClientFlow.csdl|res://*/Data.MyDbFile.ssdl|res://*/Data.MyDbFile.msl;provider=System.Data.SqlServerCe.4.0;provider connection string=&quot;data source=|DataDirectory|\MyDbFile.sdf&quot;" providerName="System.Data.EntityClient" />
</connectionStrings>

Then in code i do:

AppDomain.CurrentDomain.SetData("DataDirectory", "\\\\SERVER_NAME\\Path\\To\\DataBase\\File");