Wound up with the exact same problem. I got to the second zone, quit, and when i restarted saw the main menu for the first time. Clicked continue, and there I was.
You can find my whole AppData folder zipped up here:
https://drive.google.com/file/d/1a9t0GDCo7tXy_GwvnisyuDBc6o5HvkwM/view?usp=shari...