After everyone had left, Masa and I tried playing again for a couple of hours. No more crashes, but Masa kept being dropped every 20 minutes or so (I was always hosting). We had saves of course, but there didn't seem to be an option for him to rejoin me when I loaded a saved game. So we'll need to find how someone can rejoin a game.
It looks like we'll have to try and see if the LAN option is more stable.
As for the game, it's my first Paradox game, and it's very strange. It has few similarities with any other game I've ever played. In sum, I would say that the "diplomacy" aspect is extremely complex, but the city-building and tactical aspects are very shallow. So it's a weird combination I've never encountered before, and I don't know what to make of it. The complete lack of balance just makes everything even weirder.