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Yes, scenProc can import AGN files and export to GIS formats like SHP. You need to use the ImportAGN and ExportOGR steps for that. Be sure to use the option to create features from the AGN files in ImportAGN.
Using MergeGrid is a very good tip, I would do the same
I had a look at my ImportAGN test cases, but they run fine. I even extended them a bit to make sure all types of AGN objects are included in the test. But I don't get a crash here. So I think it must be something in one of the AGN files. But without a stack trace to show where the error happens it's hard to debug (the error report didn't get through for some reason).