I work at an exhaust shop and we have never seen a fried module from welding on a car. If you ground it right there are no issues. I will say that I have seen cars with bad ECU's from an exhaust shop using the O2 sensor as a ground clamp location, but where I work we are smart enough not to do that. Also we have tried welding with the car running but if you are trying to close a hole it starts making molten metal bubbles and you end up with a pile of permeable slag that is impossible to seal.