How to escape a while loop in C#

Use break; to escape the first loop:

if (s.Contains("mp4:production/CATCHUP/"))
{
   RemoveEXELog();
   Process p = new Process();
   p.StartInfo.WorkingDirectory = "dump";
   p.StartInfo.FileName = "test.exe"; 
   p.StartInfo.Arguments = s; 
   p.Start();
   break;
}

If you want to also escape the second loop, you might need to use a flag and check in the out loop’s guard:

        boolean breakFlag = false;
        while (!breakFlag)
        {
            Thread.Sleep(5000);
            if (!System.IO.File.Exists("Command.bat")) continue;
            using (System.IO.StreamReader sr = System.IO.File.OpenText("Command.bat"))
            {
                string s = "";
                while ((s = sr.ReadLine()) != null)
                {
                    if (s.Contains("mp4:production/CATCHUP/"))
                    {

                        RemoveEXELog();

                        Process p = new Process();
                        p.StartInfo.WorkingDirectory = "dump";
                        p.StartInfo.FileName = "test.exe"; 
                        p.StartInfo.Arguments = s; 
                        p.Start();

                        breakFlag = true;
                        break;
                    }
                }
            }

Or, if you want to just exit the function completely from within the nested loop, put in a return; instead of a break;.

But these aren’t really considered best practices. You should find some way to add the necessary Boolean logic into your while guards.