Found the solution here I have trouble with load game button in main menu - #5 by ThompsonN13
In short, it’s about loading your saves in a game mod. I did this by using a boolean variable, when I start the game I set it to true, if I continue the game I set it to false. In my game mod, when starting, I check the value of a variable and select the desired branch.
Start a new game from the main menu
Continue last saved game from main menu
Game loading function
Game mode on my game level
@Auran131, thanks for your help and for giving me the right idea.