Can you try debugging the app on the device using Visual Studio? Sometimes that will give you a better idea of where the issue is. Or it will actually download a missing component that you didn't know you needed.
You didn't mention what version of EMDK you are using (if any) but there are compatibility notes in the readme file that comes with the EMDK.
It's been a while since I did this (years) but I did help a customer take their CE app and adapt it for Pocket PC. The main thing I remember is that every form on Pocket PC/Win Mobile must have a MainMenu defined. In some of the older iterations of CE apps, that was not generated by default.
The other difference might be that there is a version of Compact Framework that comes preloaded on Windows Mobile. Maybe the version on the device does not support something you need. You can load another version on using a cab file if you need to. You can see what version(s) are installed by navigating to \windows in file explorer on the device and clicking on cgacutil.exe