I recently decided to try making windows (XP, and 7) hibernate, rather than shut down. That allowed Air boot to boot to eCS, with no apparent problems, then I could shut down eCS, and reboot to windows, which resumed normally. HOWEVER, If either system ever changed anything on the shared FAT32 drive, it would cause trouble. It seems that windows does not close out the file system, and keeps it in memory (which is written to disk, during hibernation, and restored again after). So, it may not update the file directory on the disk until after it starts up again. meanwhile, if you changed something in eCS, that changed the directory, but that was overwritten by windows on restart, your changes were lost, or worse. If you ever removed a file, using eCS, windows would get all upset because it has a directory entry for a file that isn't there anymore. Of course, this can happen in lots of different combinations, and the results are unpredictable (usually file system corruption). It seems to be necessary to do a complete shut down in windows, before using eCS. Perhaps that will give you some idea about what might have happened, and it may explain why not using the cache, in eCS, works much better. USB drives would be closed out when you remove them properly, which would alleviate the problem.
There may be a way to tell windows to write changes immediately, but I haven't stumbled across that yet.