If your going to use fast exit avoid version 3 it has issues. Version two is the one to use.
Is this crashing on exit to the main menu or just exit from the game itself?
If from exiting to main menu from the game environment - then that is a much bigger problem and that means something is wrong with the modded situation.
It doesn't seem right that if it crashes on exit that it won't save any changes to options.
The game crashes on exit from the game. I can exit to the main menu fine. I experienced the occasional crash on exit on my old computer, even on unmodded saves, but it seems to happen a lot more on my laptop.
Also, I think that the issue with the options not saving has something to do with the steam cloud restoring the previous state of the ini files whenever the game crashes.
Forgot to add, but I installed Fast Exit 2 and it works great, thanks for the link.