Dev think it is more straightforward to finish ch9 until the titles with Emma, where appears explicit note in dialog textbox that saves transfer has been completed, and then you just start a new game in ch10.
Yes, there is no loading saves between seasons. So go for Emma_after_Plane in ch 9, and then start new game in ch10 if you want to continue. Or search this thread for s2 save and edit it. Also there is no roundabouts, you need to to do this at least once if you want to play second season ever. I wonder why dev do not made a default placeholder, with choices dev considers critically important, even if he do not want them ask from player and set, in order to easy start second season without playing first, but it is how things are here. He did whole Nael restarting world scene tho...
Any way, TL,DR:
go for Emma in ch9, then start new game in ch10