Something to alleviate the gray screen bug
I don't pretend to understand precisely how difficult it is to debug the race condition which sometimes causes the overlay used for modal dialogs to be displayed without their commensurate interactable UI elements. However, in light of your recent changes to increase the speed of travel loading screen by front-loading in the initial loading screen, it occurred to me that you could alleviate some of the pain of the gray screen bug occurring by adding an additional keyboard short-cut to the ones you already support: Ctrl+F4. Since Windows isn't sending you WM_QUIT when the player presses Alt+F4, you're handling that on your own to go through the same path as the Option Menu's Exit Game button. I believe Ctrl+F4 would be the correct convention to guarantee players access to the path used by the Option Menu's Exit to Main Menu button in a similar fashion. They could save their games and then immediately resume, reusing the already running game process, benefiting from your recent optimizations, and being far less inconvenienced.
Surely mods exacerbate the issue and addressing the root cause is always the highest priority. But giving players the ability to return to the main menu using only their keyboards would, in my opinion, ease the pain of gray screen occurrences and provide a generally improved user experience anyway.