Somewhat specific of an issue, this. I had ADOM crash on me a few times while trying to change renderer to OpenGL through NotEYE options, after I had generated a Challenge of the Week character, before the first autosave.

After I resolved the renderer issue (caused by running the game alongside OBS Studio, a popular freeware streaming software. Not an issue in itself, just had to alter settings without OBS running), I found no save for the challenge character, and trying to start a new game the option to play Challenge of the Week is missing from the menu.

During normal play this should of course not being an issue since ADOM at least for me isn't prone to frequent CTD's, but it is perhaps something that can be fixed.