Regarding the differences in types of COM servers, this is covered in the Concepts document (<a href="www.opclabs.com/LinkClick.aspx?fileticket=uJvP7K26y90%3d&...www.opclabs.com/LinkClick.aspx...) under "COM Registration and Server Types", and the specific chapter is also online here: www.opclabs.com/onlinedocs/Con....
The In-process server options runs the component inside calling application's process, as a DLL. The Local server and Service options run in a process separate from the calling app. The Local server's process lifetime is controlled by the DCOM infrastructure only (it is started or stopped depending on whether any objects are needed from the component), whereas with the Service you also get the usual control capabilities available for Windows services, including various startup types: Automatic, Manual, Disabled, etc.).
When your calling application is a service, I recommend to register EasyOPC-DA component either as In-process server , or as a Service. The reason why the Service is greyd out initially is explained in the article I referred to; you basically need to run
eopcdal /Service

Thanks for your post.
This precise problem is new to me, but there is a known issue that is very similar and has very likely the same root cause. It happens when Ctrl+Break or Ctrl+C is pressed from within a Windows Script Host running e.g. VBScript or JScript that is using QuickOPC-COM, AND the component is registered as COM in-process server. This situation is a "deadly mix" that creates a requirement that is very difficult, if possible at all, to resolve, because the component has background-running threads that can be in ANY state when this asynchronous signal is sent - and they all need to gracefully shut down in a coordinated manner. I have been trying to resolve it for some time without success.
There may be a workaround, though. Simply use the out-of-process option (Local Server). To do so, run the EasyOPC-DA Options utility, and on the System Parameters tab, uncheck the "COM Registration: In-process server" box, and make sure that the "Local server" box is checked, as on the attached picture.

If for some reason this does not help, I may have another try at resolving the core reason, but as I explained, there is a great deal of complexity in it.