This bug applies to ooRexx 4.1.3 x64 on Windows 7 x64, with the TCC (Take Command) command processor.
The console window closes for no apparent reason and at random times. No GPF is created and no error message appears. The window just closes as if I had clicked on the X button. It always happens when I am using the command line to call an internal command, a batch file or a Rexx script, but sometimes I'm only backspacing to correct a typo. It's apparent to me that conhost is crashing, although I don't get an error message.
It took me several weeks to figure out what was causing the problem, but I finally remembered that I had upgraded ooRexx to 4.1.3 at the end of October. I uninstalled 4.1.3 last week and then re-installed 4.1.2. The problem stopped.