Try to try/catch it and make a macro to deal with the MB2WC's badness.

src/host/_output.cpp

@@ -303,6 +303,7 @@ void WriteToScreen(SCREEN_INFORMATION& screenInfo, const Viewport& region)
                                                                    const size_t lengthToWrite,
                                                                    const COORD startingCoordinate,
                                                                    size_t& cellsModified) noexcept
+try
 {
     const auto& gci = ServiceLocator::LocateGlobals().getConsoleInformation();
 
@@ -313,3 +314,4 @@ void WriteToScreen(SCREEN_INFORMATION& screenInfo, const Viewport& region)
 
     return FillConsoleOutputCharacterWImpl(OutContext, wchs.at(0), lengthToWrite, startingCoordinate, cellsModified);
 }
+CATCH_RETURN()

src/host/ft_host/API_FillOutputTests.cpp

@@ -10,6 +10,24 @@ class FillOutputTests
     BEGIN_TEST_CLASS(FillOutputTests)
     END_TEST_CLASS()
 
+    // Adapted from repro in GH#4258
+    TEST_METHOD(FillWithInvalidCharacterA)
+    {
+        VERIFY_WIN32_BOOL_SUCCEEDED(SetConsoleOutputCP(50220));
+        auto handle = GetStdOutputHandle();
+        const COORD pos{ 0, 0 };
+        DWORD written = 0;
+        const char originalCh = 14;
+        VERIFY_WIN32_BOOL_SUCCEEDED(FillConsoleOutputCharacterA(handle, originalCh, 1, pos, &written));
+        VERIFY_ARE_EQUAL(1u, written);
+
+        char readCh = 42; // don't use null (the expected) or 14 (the actual) to ensure that it is read out.
+        DWORD read = 0;
+        VERIFY_WIN32_BOOL_SUCCEEDED(ReadConsoleOutputCharacterA(handle, &readCh, 1, pos, &read));
+        VERIFY_ARE_EQUAL(1u, read);
+        VERIFY_ARE_EQUAL(0, readCh, L"Null should be read back as the conversion from the invalid original character.");
+    }
+
     TEST_METHOD(WriteNarrowGlyphAscii)
     {
         HANDLE hConsole = GetStdOutputHandle();

src/inc/til.h

@@ -34,3 +34,23 @@ namespace til // Terminal Implementation Library. Also: "Today I Learned"
         LOG_CAUGHT_EXCEPTION();             \
         return false;                       \
     }
+
+// MultiByteToWideChar has a bug in it where it can return 0 and then not set last error.
+// WIL has a fit if the last error is 0 when a bool false is returned.
+// This macro doesn't have a fit. It just reports E_UNEXPECTED instead.
+#define THROW_LAST_ERROR_IF_AND_IGNORE_BAD_GLE(condition) \
+    do                                                    \
+    {                                                     \
+        if (condition)                                    \
+        {                                                 \
+            const auto gle = ::GetLastError();            \
+            if (gle)                                      \
+            {                                             \
+                THROW_WIN32(gle);                         \
+            }                                             \
+            else                                          \
+            {                                             \
+                THROW_HR(E_UNEXPECTED);                   \
+            }                                             \
+        }                                                 \
+    } while (0, 0)                                        \

src/types/convert.cpp

@@ -39,7 +39,7 @@ static const WORD leftShiftScanCode = 0x2A;
 
     // Ask how much space we will need.
     int const iTarget = MultiByteToWideChar(codePage, 0, source.data(), iSource, nullptr, 0);
-    THROW_LAST_ERROR_IF(0 == iTarget);
+    THROW_LAST_ERROR_IF_AND_IGNORE_BAD_GLE(0 == iTarget);
 
     size_t cchNeeded;
     THROW_IF_FAILED(IntToSizeT(iTarget, &cchNeeded));
@@ -49,7 +49,7 @@ static const WORD leftShiftScanCode = 0x2A;
     out.resize(cchNeeded);
 
     // Attempt conversion for real.
-    THROW_LAST_ERROR_IF(0 == MultiByteToWideChar(codePage, 0, source.data(), iSource, out.data(), iTarget));
+    THROW_LAST_ERROR_IF_AND_IGNORE_BAD_GLE(0 == MultiByteToWideChar(codePage, 0, source.data(), iSource, out.data(), iTarget));
 
     // Return as a string
     return out;