Happens to me when i try to steal weapons frequently, beside that rarely. U can try to press CTRL+ENTER that sometimes helps. If it is in stopwatch mode normally u can still quit the game with ALT+X. Keys and keycards are for places on the same map. For this reason if u right click them in inventory they tell from which sector they are. Keys in inventory are used automatically, maybe u just didn't noticed does they worked? U need to open the door with the MERC that has the key in his inventory. Yeah.. happens become outnumbered... this is why many people prefer to fight at night. If u really have no chance to win, u can flee on the boarder of the map. Impacts moral negative.
Edit: A nasty habit would to break the travel afterwards and show up on a different place (same edge) of the map. ;) Yeah after some time they are armored.. especially the elites. Throw away your hollow point ammunition (blue) u have bad chances dealing damage without many shots. White armor has some piercing capacity.. while armor piercing (red) has the best, but deals lower damage.
One nice thing about blue ammo and armored enemies is, does each hit.. even it deals no damage still steals stamina.. so after some shots they be knocked out.. the elites have better weapons and so u can steal them a bit easier.. assumed no other enemies are nearby ;) My A Squad is a night fighting squad.. my IMP night expert.. so i never had problems.. use someone with night ops and night goggles as spotter. Luring them around corners could help too.
Edit: And remind UV goggles don't work underground and in caves. Ballistics weapons (grenades and mortar) are better targeted with the red cross on the ground.
White cross.. where u aim to.. red cross.. prediction where your grenade should land.. They can hit your head.. while your gun points into the roof.. stand a bit more back from the edge.. squad low.. and move your stance high for shooting.. spotting.. getting interruptions... enemies next to the wall on low stance are very hard to spot and can often hit u.. so take care.
But roof sniping is powerful enough how it is ;) The LAW is a one time usage weapon.. so no ammo.. later they can be ordered from bobby ray..
I didn't like the 40mm grenades too. The bigger range is not needed during night.. And the disadvantage (flexibility.. anyone can throw a nade) and slot/weight usage (especially for the talon which uses 2 critical weapon slots) didn't outweighs the advantage of its bigger range.

With the crashes lockups i cannot really help.. JA2 was always like this and rarely crashes/lockups. In rare cases (like enemies invading a sector) the game can crash every time.. and the only thing that helps is an older save or changing the circumstances (moving a MERC in the attacked sector and things like that). So never rely on a single savegame. Spread your saves and save frequently.