The Control.InvokeRequired and Invoke members use the Handle property to figure out what thread owns the control. Problem is, the Handle is null for the web browsers that you created. A control only has a valid handle when you made it visible on a form. Which you didn't do. It will then try to create the handle but that's a fail whale, an ActiveX control like WebBrowser needs a valid Parent. Without Me.Control.Add(), as was done in your original version, it won't have one.
The workaround is simple, you just need another control with a valid Handle property. Any will do, it only cares about the thread that owns the handle, not the value of the handle.
You have one: your form. Use Me.InvokeRequired
and Me.Invoke()
instead. Or Application.OpenForms(0) if you can't easily get a reference to the form object, best avoided.