Well, that depends...
Typically when you press Ctrl-End while in game your THUD exe should exit gracefully and you should able to (re)load it without any problems by starting your THUD exe again.
Can't remember having problems with that - if just playing.
If THUD shows exceptions in red, crashes or has some other unspecified problems, then you need to manually close "your THUD exe" left over processes in order to be able to restart it without closing D3. These left over processes can be found either in "Apps" or "Background processes" section in your Windows 10 Task Manager. Win 7 has similar features but a bit different layout.
Typically you can find it in "Background processes" but sometimes in "Apps" depending what kind of crash was in question. Just kill it then (right-click and End Task).
As THUD is quite hard for newcomers it can be harsh for plugin developers as well. So I learned the many ways things can go wrong with my plugins.
But you don't have to restart D3 if you clean up your mess before restarting you THUD exe again.