I have the exact same issue with MySQL connections. If it's any help in troubleshooting, HeidiSQL does not seem to crash the first time this happens (I get an application error but am able to continue using the application), but almost assuredly crashes the 2nd time I lose connectivity to a connected database (at which point I cannot continue the application to retrieve my unsaved work, etc.), and often occurs even if connectivity is restored and I try to run my next query.
I think I can probably reproduce the effect if that would help (it happens often enough anyway). Just let me know what kind of information would be useful. Included here are attachments of the first crash (when I can continue) as bugreport_20161207085050.txt (see screenshot bugreport_20161207085050_screenshot.jpg as well). The 2nd time it occurs, I cannot produce a bug report, the application just crashes and Windows prompts me with a message to close it (see screenshot bugreport_20161207085554_screenshot.jpg, which obviously isn't particularly useful).
PLEASE make lost connection resistance your TOP priority!
I'd echo this sentiment as well, I've lost important work to this bug at various times, and have even been forced to trying to extract unsaved work from process memory before allowing Windows to terminate the process in past instances. I do try to save very frequently now, even for work-in-progress querying to a scratchpad file just in case, but inevitably when I forget to do so is when this rears its head and bites me the hardest.