On 0.9.8.5 with sound for Windows XP:
On my fourth play of the game, I experienced a crash in Hell's Arena.
After one of the "do you want to continue the challenge?" prompts (I think it was the second one, but I'm not sure ATM), I first noticed that some 10mm ammo appeared on the floor even though the battle was still in progress. Almost immediately after, the game crashed:
ERangeError : Range check error
$004495A5 TBEING__CALL, line 743 of dfbeing.pas
$0043E029 TLEVEL__TICK, line 544 of dflevel.pas
$00403C82 TDOOM__RUN, line 266 of doombase.pas
$00401097 main, line 21 of doomrl.pas
It then saved a game, which put me back at the start of the second level, but with the powerups I was carrying at the crash. I visited the Arena again, this time completing it with no crash. However, I did notice some minor prizes, including a chaingun, appearing before the battle was finished.