Could this have something to do with threading?
I would definitely say that this seems suspect and I would tend to lean this way. When dealing with threading and events, you have to be careful not to produce a cross thread violation or work outside of the delegates, otherwise you can have things like this pop up.
We work in Report Sharp-Shooter every day and it has been working wonderfully, but this is something that we implemented at the base level and so my head is not in it right now. But I will confirm that this sounds to be more of a threading issue than anything else.
If I recall, we creating a custom class that inherits one of the ReportShooter classes to present custom dialogs (render, etc.) as we did not really like the defaults...and I have issues when things don't match
If you strip some of the threading and work at it from that approach and don't get anywhere, let me know and I will try to help you dig into a little more. Sorry if I wasn't much help.
I also put a message up at their site, yesterday, but haven't heard back yet.
I always have to remind myself that they are on the other side of the world. So it generally takes 24-36 hours for me to get a response.