I had a similar experience. It'd do the processing, then just exit to windows with no error message. I *think* it was due to a particularly large battle that turn - 1700 AI units vs 800 of mine. WHen I restarted the turn and cancelled the move that triggered that fight, the game progressed without crashing. Can't be sure that was the cause though.
Its probably the large battle. I had a crashing game and ran a -ddd command line debug mode to make a log file (took a couple minutes), and there were lots of spaces that looked like it was having problems handling all the commands or something. You could probably send it to support@illwinter.com if you want them to have a look at it.
Definitely send saved games to Illwinter. I've had larger battles (about 2000 troops altogether) and experienced no crashes. It may be something with scripting, or specific OS (operating system) systems so make sure you send info of your computer configuration and OS you are using as well.