I'm drag/dropping the doom_complete.pk3 directly onto the GZDoom executable, no other WADs or PK3s in the directory with it. Nothing in the INI autoload list. Not loading any other files.
I made a few different versions of doom_complete.pk3 to test if it was a problem with it not doing it right the first time (also to have the different orders for master levels and whether it has the midi or real music soundtrack for Sigil), but that hasn't fixed it.