I seem to have this error in a repeatable form.
I have just started the first scenario of the Dutch campaign.
I load a saved game. I have 2 at the moment it does not seem to matter which I load. One only has about 2 turns.
I then quit and try to load again. Does not seem to matter if I load a saved game or re-start the scenario. Before I get half way through loading the game crashes with the out of memory error.
If I then restart the game either restarting the campaign or loading a saved game works fine.
The computer I am running this on I put together myself, but it has a reasonable amount of memory and is stable. If you are still investigating this and can't recreate it from this, let me know any additional information you need by email.