So, you haven't reached the second mode yet. The game also auto-saves when transitioning between locations. You can always continue from the menu or load one of the latest auto-saves by pressing the "A" key on the load panel.
I had know idea there was a second stage that's completely on me I played the game pretty late at night and I thought I got pretty far but if there was a second stage then I guess I didn't that's completely my bad thanks for telling me
