Hello @florinversus. Thank you for reporting this error. Apparently UE4 doesn’t support object linking between sub levels. You can remedy this issue by manually removing references to the specified objects. These can be found under “Attach First/Last Point To” categories of Road Actors, which are directly connected to the roads in question. Please clear any checkboxes(Attach First/Last Point To…) and references to external roads. Then you’ll be able to save levels without any problems.
Best Regards