WER won't catch crash dumps if there is no crash at all. You know that a process can exit normally, when you think it crashes.
If you do want to learn why a process exits (normally or abnormally), the most reliable way I can think of is to utilize Debug Diag (which is built specifically for IIS),
http://msdn.microsoft.com/en-us/library/ff420662.aspx
Note that you probably should use Debug Diag 2.0 at this moment, and must add Kernel32!ExitProcess
and Kernel32!TerminateProcess
as breakpoints.