This question gives an answer to the equivalence of the two integrals on the space of bounded functions over some interval.
Now suppose the requirement that $f$ be bounded is dropped. Obviously this requires that we define an improper integral in some way, but in general I’m wondering if the properties of each integral are the same on this larger space of functions? For example, are there functions which have an improper Riemann integral over some $[a,b]$ where the corresponding Darboux integral does not exist?