Hi,
Just a guess, but if you are using qml, the issue can be the minimum supported opengl needed. MXE compiles Qt with "desktop" opengl, so qml needs at least opengl 3.0 or opengl 2.0 with GL_EXT_framebuffer_object extension. This fails for some older graphics drivers, we especially hit that with virtualbox (3d rendering must be enabled for the virtual machine, but even with that we did not succeed for win10).
Qt has a software fallback, you can issue from a terminal:
> set QT_QUICK_BACKEND=software
or
> set QT_OPENGL=software
Before starting an app.
But might be the issue is some totally different :) You might need a backtrace: you can use mxe to compile gdb, same way as Qt and run the program with that.
Br,
Robert