I'm making progress with the OpenEXR crash. I'm not yet sure of why this problem happens, but looks like some kind of conflict between Core code and the OpenEXR libraries.
For the builds I've made so far, I used the "official" method (libraries for win32 and win64 from https://github.com/megasoft78/Core/downloads
(as stated in http://www.yafaray.org/development/documentation/build/windows
). They are working ok (so far) for the Win64 builds but as you noticed, not so well for Win32.
As those libraries are quite outdated anyway, I'm trying to figure out how to build from source all the libraries, to use more recent versions and not being limited to those old precompiled libraries from megasoft78. I have received some help from povmaniaco who very kindly sent me some information that is helping me to prepare a full build system.
After working the entire day on this, just a few minutes ago I got my first build of YafaRay for 32bits with the new libraries compiled from source. The result is not bad, it no longer crashes with OpenEXR and I could render the scene. However, for some reason the preview of the World image is not showing correctly, but at least it no longer crashes!
I rendered this in Windows 7 32bit: