Gene expression variation is extensive in nature, and is hypothesized to play a major role in shaping phenotypic diversity. However, connecting differences in gene expression across individuals to higher-order organismal traits is not trivial. In many cases, gene expression variation may be evolutionarily neutral, and in other cases expression variation may only affect phenotype under specific conditions. To understand connections between gene expression variation and stress defense phenotypes, we have been leveraging extensive natural variation in the gene expression response to acute ethanol in laboratory and wild Saccharomyces cerevisiae strains. Previous work found that the genetic architecture underlying these expression differences included dozens of "hotspot" loci that affected many transcripts in trans. In the present study, we provide new evidence that one of these expression QTL hotspot loci affects natural variation in one particular stress defense phenotype-ethanol-induced cross protection against severe doses of H2O2. A major causative polymorphism is in the heme-activated transcription factor Hap1p, which we show directly impacts cross protection, but not the basal H2O2 resistance of unstressed cells. This provides further support that distinct cellular mechanisms underlie basal and acquired stress resistance. We also show that Hap1p-dependent cross protection relies on novel regulation of cytosolic catalase T (Ctt1p) during ethanol stress in a wild oak strain. Because ethanol accumulation precedes aerobic respiration and accompanying reactive oxygen species formation, wild strains with the ability to anticipate impending oxidative stress would likely be at an advantage. This study highlights how strategically chosen traits that better correlate with gene expression changes can improve our power to identify novel connections between gene expression variation and higher-order organismal phenotypes.