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We show that every Fourier multiplier with real-valued and positively homogeneous symbol of order 0, supported in a cone whose dual cone has a nonempty interior and such that the average of the positive part is sufficiently larger than the average of the negative part does not preserve the - nor the regularity and neither the continuity.We also construct wave front sets which measure the microlocal regularity with respect to a large class of Banach spaces. As a consequence of the first part, we argue that one can never construct wave front sets that behave in a natural way and measure the microlocal - nor -regularity and neither the continuity

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