Yes, this is tricky. When you are at the screen that has the CW Nav in the upper right asking you to abort it do not close the main AA screen until after you abort the NAV. So, abort the NAV, click on the green button, then close the AA form. If you close the AA form before aborting the Nav back to base it will cause problems. I tried it and it worked.
So, In the attached files are four game files (this and the next post - 2 in each zipped file). The first starts near the first round, all of them except the last end in a mad except. Here is the sequence of steps to go through (note, not all decisions are shown, so use common sense when working through this). No air should react at the beginning of rounds 2 and 3. Note, these rolls are not the same as when I went through this the very first time, but they result in the same basic result.
Round 1 AX 2, AL 6
File tmp1.GAM saved here.
Axis choose a surface and engage only the 1 and 2 box
Reduce axis damage to an Abort (they need a ship to abort for this mad except to occur)
Increase allied damage to X 2D and 2A
Destroy/sink Yugo CA
Abort CW CA
Destroy CW/Yugo CP
Abort any IT BB/ship
Round 2 AX 2 AL 10
File tmp2.GAM saved here
Axis choose surface
Reduce axis damage to nothing
Allies to Destroy the CA in the 3-box (leaving only the Sunderland in the sea zone for the allies)
Round 3 AX 1 AL 10
File tmp3.GAM saved here
Let the CW choose Naval Air
File tmp4.GAM saved right before/after AA surprise selection
Increase AA and make the results so that the NAV is aborted
Continue to abort the NAV and then the CW CA from round 1.
At some point between aborting the NAV and the Italian abort I get a mad except.
This as happened consistently with games saved at tmp1, tmp2 and tmp3. Games saved at tmp 4 will get through to the next sea zone selection. However, when I go to exit the game I have been getting another mad except at that point (this has been while I have been going between saved games to verify what has happened).