AFAIK, unless the backup application uses something like BackupExec's "Option File Option" add-on, open files can't be backed up as they are locked exclusively to the parent application.
The alternatives are to 1) force application shut down on backup start (but this could wreak havoc with unattended backups and unsaved data), 2) force a copy of the open file to be made and the copy backed up (again this could cause issues with unattended backups and unsaved data, particularly where TEMP is set to another drive or volume) or 3) Comodo could produce an open file add-on.
I've just gotten into the habit of making sure that apps are closed before the backups start. It's not as convenient, but better safe than sorry.
Re. the Outlook data file issue (assuming that Outlook wasn't running at the time), off the top of my head the only thing I can think of is that your "check for new mail" interval is set lower than the backup duration and the data file was actually held open. As I said, this is off the top of my head, so I'd love to be proven wrong.