I am using Notepad++ Portable v5.0.3 on Windows XP Pro on a SanDisk Flash Drive (U3 removed).
I do not know how I got Notepad++ Portable to crash, but when it did, it attempted to recover unsaved data. It did this successfully, the only issue is that it put the recovered data in C:\N++RECOV\File024.dump, not on my flash drive. Not a major problem for me, but I it might be depending on what was left behind in the dump file. I have not found a setting to change where to dump is put but thought this might really be a portable apps issue?