TOPIC:

If I turn on station catchment on zoning toolbar and scroll the mouse wheel (zoom out) I immediately got the client crash (Fatal Application Failure. A seious fault condition occurred in the game. The game will shut down...)

Yes, it crashes in such case It seems that it takes too much time to find station catchment for all tiles visible in zoomed-out view. Thank you for reporting, unfortunatelly I am pretty sure that you cannot find here anybody who will fix it.

Usually client crashes shall be reported directly to OpenTTD development team, but this time - since it is related to the patch (not included in vanilla OpenTTD) - you can try to report it to the patch author. There is a forum thread here related to Zoning patch, you can try... but the thread is pretty old, so I wouldn't bet on it.