Does it happen on campaign?
If it is, I think thats the game auto-saving.
I remember playing Shogun 2 without saving. When I was about to do a siege, the game switched off. When I got back on, my army was already preparing for a siege. If it isn't because of that, I don't know what it could be.

I was also going to ask, when the game crashes, does the screen freeze or does it go off the game completely?

You reply a long time. I deleted . hehehe