I don't know if this is true for others. But i don't think my game allows me to save games that are at level 11 (the final boss). When i try to load a save thats at that boss, the game just thinks i have no saved game at all.
I thought it was a measure against savescumming at first. but now i dont think thats the case.
ALSO it appears you can only have 3 shields at a time, visually or functionally; which is sad :(
ALSOALSO itd be nice if beating an episode on expert difficulty would unlock boss pursuit for all the easier difficulties.