Sorry to hear about this terrible experience. I can say after Patch 24 B - it`ll get much better.
1) Missing Units problem - this is being fixed. The problem especially effects elven Female Wardens right now.
2) You can skip the cut-scene with Space, to get to your units first so that siege weapons won`t destroy them. I know this is also something we need to fix - we`ll problem make your units take no damage during the cut scene - also fixed in the next patch.
3) With the Crash - we have a very good idea what`s causing this - and will not release the next patch until this is fixed - however - this but should not happen every time.
4) Capital Sieges might seem a bit too easy now - it won`t be the case after we release Empire expansion in April - at that point it won`t be AI but real players defending the town.