The version 1.3 of the YafaRay rendering plug-in published tonight handles better issues bound to missing memory.
Crashes should happen much less often particularly when the program runs in 32 bit, and a red cross should be displayed now instead of program crashing (at least the first time), letting users save their work if it happens.
I also improved the plug-in to avoid crashes when a rendering is immediately relaunched after a rendering in progress is stopped, as Ceciliabr reported.