I took your character (mage) through the Knights of Andrew and did not have any problems. As for leaving a level with the key, I have not done that, but I would not be surprised if that is a problem.
Are you doing anything special when leaving the levels 2-1 and 2-2?
I usually play with the Windows Classic v1.04 version.
I've even downloaded it again and make sure I didn't patch it or change out files. No differences from the download.
Looks like you have played it a bunch. Do the crashes occur after playing the game a long time? Might have a memory leak that needs fixing.