I think there is chance that you will be able to monitor exe files as separate processes but you will not see transactions in it (If I'm wrong please somebody correct me).
Here was another question about monitoring of lsass.exe:
https://answers.dynatrace.com/questions/191576/is-...
There was problem with moving lsass.exe to own process group. Unfortunately I wasn't able to try such instrumentation by my self.
Sebastian
Regards, Sebastian
