The error come from memory problem. The game engine load data to video ram. If you using laptop with intergrated graphic card that can be the cause. Engine can't load more images into game and obj_scene_skip can't find background.
I;m not sure it's happen to you only 2nd stage or not. Try change data in save.ini and change 2=456852 . So you can use continue and skip to 3rd stage.