Me thinks you may not have CC enabled.

This is related to the trinket bug crash further up. For some reason the game will attempt to put duchess trinkets into the loot table for normal missions and boss missions. When this happens it causes the game to crash. When you click embark the game is crashing because it's attempting to load a trinket for the duchess. It might be because there is no icon for the trinket which I hear can often cause bugs like this.