Not sure how useful this is, but I had some issues where the randomiser would close when I loaded a rom, which consistently happened over a good number of tries when trying to troubleshoot it. But, when I was going through methodically to be able to give a more useful report, it suddenly started working.
Specific order of actions undertook was
Try (untranslated, headered) FE4 rom on 0.93 x64 exe, program closes. (All failures were identical - after verifying the window would expand to its full size but before populating itself with widgets it would suddenly close).
Removed the header and changed extension from .smc to .sfc just in case, program closes.
Tried different JP FE4 rom, program closes.
Tried FE7 rom, program closes.
Tried JP FE8 rom, Yune complained about being unable to verify, told it it's FE8, program closes.
Downloaded & tried executable jar file, didn't even start. Not sure why. Navigating to the directory in a command prompt window and trying to run it that way didn't give any errors, but no window appeared and I didn't see java processes appearing in task manager.
Tried x86 executable, wouldn't open either.
Checked my jre version, slightly out of date. Updated, tried x64 exe and .jar again, same results.
Restarted computer, tried those two again, same results.
Tried last version of Yune I had (0.8.5 x64 executable), work without issue.
Downloaded source code zip from releases, tried x64 executable in \Executables\Windows, program closes.
Tried 0.9.2 x64 executable in \Executables\Windows\0.9.2, works just fine.
Tried 0.9.3 again, no-go.
Tried 0.9.2 again just in case it was a fluke or something(?), still works.
Wanted to confirm whether it was all games it didn't work with or not so opened some random non-FE game file in 0.9.3 to tell Yune that it was each game in turn to load each set of options in turn, they all suddenly work.
Load actual FE4 rom in 0.9.3, it's working.
Wonder if 0.9.2 still running in the background is somehow effecting this, close 0.9.2, try 0.9.3 again, it still works.
And that's where I am. It went from not working 100% of the time in an consistent manner to just working, but I figure it's still worth a bug report.