SUCCESS!!!
There was a folder named "Save" on the root of my C: drive.
There were saves in there from The Singing Scar.
I renamed that folder to "save_old" and re-started Paradise Trail. Everything is working properly now.
Wow so the game was trying to load the save file from another game? I guess the error makes sense, since it needs to show the character graphics on the save screen, and the other game had the graphics.
Paradise Trail was made with a pretty old version of RPG Maker MV. Maybe that issue is fixed in newer versions, and I need to update the scripts.