So, this bug is pretty brilliant, and not something I can easily solve (as far as I know)
I'm guessing that the desktop peek feature makes all application act as "minimized". This causes the graphics card to flush its memory belonging to the minimized programs. In most cases, only things like rendertargets are flushed (which is what's causing some weird bugs with things disappearing, like the statue in Arcadia). These things are not very harmful, and also can be fixed by re-rendering the texture.
However, there're some mythical circumstances where somehow the entire game's textures gets flushed, meaning everything must be reloaded. Unlike rendertargets, when the regular textures gets unloaded, they crash the game next time they try to render. On a few machines, this ultra unload happens every time someone alt+tabs out of full screen, while for some it just happens super rarely. One of Vilya's machines, for example, has this issue maybe... once every 100 times she minimizes the game?
Anyway, the reason no error report can be sent is because they are all identical and provide no useful information for me, so I turned the tables and decided to provide people getting this error with useful information instead! As I said, most people who get this message get it every time they alt+tab out of full screen, so getting the advice of running in windowed full screen is probably pretty good for them.
Incidentally, this is the things that's causing characters on the second save slot to disappear, so when it happened to Vilya last week I could investigate further and think that particular issue should be fixed!