Welcome to LGU kentaur
As for Xara Extreme running under Wine, I could not comment as I have never done it... nice to know it works well though, I hope you will contact the people at Wine to let them know.
I am not one, known for running anything under a virtual environment but I imagine someone around here could be of better information on that end.
My only suggestion as far as losing any work, due to a crash is to back-up the work as you go in steps. I do this when I am working on anything so intricate that it is slowing down XaraLX natively. That way, if it does crash, I can go right back to the last saved work and think of another way to execute the next step without crashing the program.
It takes time to learn a programs limits, especially under a virtual environment, where there are so many variables which can effect it's response.