Still hard to say. I've noticed something else.
While C2 is open run photoshop and modify sprite frame (from animation folder of project). When You finish save and overwrite image.
Back in C2 in layout sprite will still have original image. Double click/edit animation to go to Edit Image window. Here sprite has already modified texture from PS.
And now two things happening for me.
1. Usually when you close Edit Image sprite in layout will still have original texture (not the same as in edit image) - You have to go back to Edit Image and reload image file for that frame. Now sprite is the same in Edit Image and layout.
C2 saves and close properly.
2. However sometimes - very rarely, when you close Edit Image sprite in layout is automatically changing texture to one from PS (so you don't have to go back to Edit Image and reload texture) and then C2 will save project but won't close (task manager killing time).
It happens first time I run R103, and again some time later.
Did try to reproduce it, making all kind of crazy thing with C2 and PS but no luck.
It probably won't help solving that bug, but maybe someone else have similar experiences :/
Edit: sh*t, wrong post <img src="smileys/smiley32.gif" border="0" align="middle">
it goes to this problem -> construct2 not closing