Attempting to provision an App Volumes Package from the base image would not be supported.
A clean VM without the Horizon Agent installed is needed with a clean snapshot to revert back to after each captured package.
You can try adding the appplication .exe to the HookInjectionWhitelist located in HKLM\SYSTEM\CurrentControlSet\Services\svdriver\Parameters in the base image.
For example, you can add the .exe to the list as follows:
*\<application.exe>||*
Restart the base image, run ipconfig /release and ipconfig /flushdns, power down and take a snapshot.
Once the image is pushed to the desktop pool you can test by attaching a package to a user again to see if the issue persists.
If the issue is still present, open an SR with us and we can perform some troubleshooting to see if we can get a resolution for you.