Hmm, on Win Vista 32bit, I can reproduce appearing the same warning message easily, when I start Renoise without admin rights and use the eXT’s sequencer module, then close Renoise.
But it never appear when I start Renoise with admin rights. 
Also, actually Renoise never crash even if the warning message appears. Only when I tried to use Plugin Bridge, everytime Renoise’s Plugin Server stopped and sometimes I experienced crashing Renoise (only when without admin rights. With admin rights, all works fine here).
So, I guess this is a problem related to UAC or user rights. You had better double-check the security stuff like described in this thread anyhow.
Also, this is definitely the old bug in the eXT 1.4, even eXT 2.x works fine in all case, doesn’t it?? So I think that Renoise devs cannot do anything about it.
Well, I understand the reason why you are still useing eXT 1.4 to some extent, however, hadn’t you better graduate from the old version soon? 
I think it’s a bit dangerous to use eXT 1.4 through the Plugin Bridge system.