Are you using a version of Irrlicht that was compiled in Debug mode with Visual C++? I noticed all kinds of extremely weird and unusual problems came up when I did that. Maybe try compiling Irrlicht, or your application, in release mode.
The skybox bug is a problem, right, it'll be fixed in 0.4.2.
But I was not able to reproduce the shooting-close-to-wall bug, it never crahed for me, althought I shot nearly 10 minutes from different angles, to different walls, from different positions.