I think I found the reason of crashes after some levels [and the cure against it]. Hope, my method will be helpfull for all, if anyone still plays this good-old game )...
I played this game over 10 years ago [on my old PC] when this game was on CD and I ran into this problem. Faced this problem even now - when I played this game [on a new PC] on the Steam platform.

To avoid crash after missions "Backups Missing", "Canyon to Hell" and [sometimes] after some of the last 3 missions when you choose Luke Marine as your character, just don't purchase the Luke Marine pistol upgrade #2 - "auto-lock" on targets. If you have already done that upgrade, just don't shoot from Luke Marine's pistol. I've noticed, that crashes occure mostly after missions with Luke. And I think that there is the bug connected with "target lock" upgrade of the Luke's pistol. Don't do this upgrade, or just don't use the pistol, if you face with constant crashes after missions when you played as Luke Marine [more specificly, when you press "start" to the next one mission].
And [this is quite important too, I think] don't kill hiding [or hidden] monsters until they come out on their own. It is connected with the "target lock" upgrade thing, because Luke pistol's "target lock" can help you kill hidden aliens prematurely. Which, I suppose, breaks the game a little. And causes a crash after such missions.

When I bought "SG-S" on Steam platform I hoped that this old bug with target lock will be cured by Steam publishers, but unfortunately it doesn't...
The method I described above helped me get through the whole game without crashing.

Good luck, guys!