Detours DLL does not DLL_PROCESS_ATTACH if a statically linked DLL or delay loaded DLL is not found

Consider a program MyProgram.exe with 2 dependencies: MyDetoured.dll and MyDelayLoaded.dll.
MyDetoured.dll is injected as first entry in the import libs of MyProgram.exe using setdll.

When MyProgram.exe runs, I can see MyDetoured.dll being loaded before MyDelayLoaded.dll and its DLL_PROCESS_ATTACH is called.

However when MyDelayLoaded.dll is not found, MyProgram.exe:

• loads MyDetoured.dll
• tries to load MyDelayLoaded.dll and fails with a dll not found pop up error
• DLL_PROCESS_ATTACH of MyDetoured.dll is not called <--- issue here

I see this by using "gflags -i Program.exe +sls" which traces dll calls.

I thought Detours are guaranteed to get called.
Is this a bug or is it a limitation that Detours doesn't work when a delay loaded DLL is not resolved at runtime ?

EDIT: this happens also with statically linked DLL

Start by reproducing the missing-dependency cases described for delay-loaded and statically linked DLLs, using setdll and gflags -i Program.exe +sls. Trace whether MyDetoured.dll reaches DLL_PROCESS_ATTACH and determine whether the behavior is caused by Detours or the Windows loader; done requires a confirmed explanation and documented resolution.