I can't tell you why these cheat messages occur sometimes or why the some replays won't be saved (had these issues too), but I can tell, that GTR2/PnG really doesn't like Alt+Tab in multiplayer mode. This is a well-known problem and you can't do anything about it.
I'm afraid you have to get used to these CTD, the multiplayer mode is rather CTD happy.
After leaving a server, it's also recommended to wait at least 30 sec or 1 min before rejoining. Otherwise you could provoke CTD for some of other players - a recommendation from some PnG legends.

Cheers