It's in the AppData folder in your user directory. It's typically hidden by default. If you launch the game and click Continue, the file picker window will come up. There's a button at the top right that should open the folder for you. (see attached image). In my case it breaks because there's a space in my user name... will have to address that in the next patch.
As a note this is not currently working on macOS (will work on figuring that out).
Also if you are getting any error messages, screenshots of those would also be really helpful.
Finally there is a log that OPHD generates in its launch folder, it's called ophd.log, that could be useful too.
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But yeah, it's weird that it's so unstable for you. I tried playing the game a few times on three different computers (my main development machine, my macbook pro and my mac mini) and haven't had any crashing.