Sounds like you're running out of memory, does it still happen if you load fresh (i.e. reboot the pc and load the standalone save) from the end of level 2 and play?
That will let you know if it's a specific problem with level 3 or not.
GG is pretty bad about clearing up after itself, just repeatedly load a map without doing anything and it'll crash.
I expect you have too much loaded by the time it reaches the 3rd level in 1 play through... I would recommend an auto save feature, I released one a while back that will save the game on level completion (for exactly this reason
. )
