FFXIV stops working after hitting play

[SedoSan]

I run windowed and SLI two 480s. i havent' seen any evidence of SLI not working O.o

Download an on screen display to show performance of your GPUs while running the game. Running full screen will show that all GPUs are active and doing work. While when working on Idle you will only see 1 GPU working.
Check this guide to see how to run OSD to show GPU information while playing.