I love the premise for this one! I'm crazy about death games, and this is a strong start. It's also always really cool to see people do unique things with Ren'py.
Regarding issues saving and loading, I've had similar problems when implementing my own navigation system in Ren'py and it ended up being an issue of declaring variables in Python rather than by using Ren'py's `default` statement. Anything that needs to persist after reloading the game should be declared with default. No idea if that's your issue, but there was a point at which somebody telling me that would've saved me a lot of debugging time, so I figured I might as well mention it.