Хорошо, я решил, изменив с:
//Send it to both cold and hot path:
var message=CreateEHMessages("aggregates", rawMessageSection, deviceId, log); outputEventHubMessageHotPath.Add(message);
outputEventHubMessageColdPath.Add(message);
на:
//Send it to both cold and hot path:
outputEventHubMessageHotPath.Add(CreateEHMessages("aggregates", rawMessageSection, deviceId, log));
outputEventHubMessageColdPath.Add(CreateEHMessages("aggregates", rawMessageSection, deviceId, log));