I tested this on version 2.46 on Windows 10 and achieved the issue as described above. It seems to work on both entries context menu and the group context menu. Clicking on any of the horizontal lines results in the window closing. Doing this same thing on my Windows desktop does not produce this result and the menu stays open.
I have tested this with a 2 monitor set up trying both monitors as the primary one and cannot recreate this fault. Using version 2.46 on Windows 10 the program seems to consistently open windows on the correct monitor no matter where the program window is positioned. One note however, my two montors are stacked on top of each other so this could potentially explain why I am not getting results since it seems you have tested with side by side monitors and not stacked.
Running version 2.46 I cannot get this bug to occur on Windows. Tried around 10 times using the basic Windows way to make a program open minimized and no indication on either of my 2 monitors of the program popping up.
Using version 2.46 I tested this with 2 different montiors: a BenQ Zowie and an Acer S231HL. The BenQ has built in swiveling functionality, but both are able to be adjusted within the NVideo Control Panel. Upon several tests of switching orientations both landscape to potrait and the other way around no freezing or crashing was observed on either monitor.
Using the double backslash as mentioned above along with the path specified, the link in the notes is clickable and the expected error occurs without the exception crash. Trying to close the window before the dialog window pops up does not result in an exception after around 10-20 attempts to close the window prematurely. Working on build 2.46.