Ensure we capture baggage when capturing Errors during unsampled tran…

…sactions (#2427)

src/Elastic.Apm/Model/Error.cs

@@ -44,7 +44,7 @@ private Error(Transaction transaction, string parentId, IApmLogger loggerArg, Di
 
 			ParentId = parentId;
 
-			if (transaction != null && transaction.IsSampled)
+			if (transaction is { IsSampled: true })
 			{
 				Context = transaction.Context.DeepCopy();
 
@@ -55,19 +55,23 @@ private Error(Transaction transaction, string parentId, IApmLogger loggerArg, Di
 				}
 			}
 
-			CheckAndCaptureBaggage();
+			CheckAndCaptureBaggage(transaction);
 
 			IApmLogger logger = loggerArg?.Scoped($"{nameof(Error)}.{Id}");
 			logger.Trace()
 				?.Log("New Error instance created: {Error}. Time: {Time} (as timestamp: {Timestamp})",
 					this, TimeUtils.FormatTimestampForLog(Timestamp), Timestamp);
 		}
 
-		private void CheckAndCaptureBaggage()
+		private void CheckAndCaptureBaggage(Transaction transaction)
 		{
 			if (Activity.Current == null || !Activity.Current.Baggage.Any())
 				return;
 
+			//if context was not set prior we set it now to ensure we capture baggage for errors
+			//occuring during unsampled transactions
+			Context ??= transaction.Context.DeepCopy();
+
 			foreach (var baggage in Activity.Current.Baggage)
 			{
 				if (!WildcardMatcher.IsAnyMatch(Configuration.BaggageToAttach, baggage.Key))