Nah, you're not supposed to run it with index.html - guess you can't either (same error for me btw after now checking); and I actually run it with 'LAUNCHER_x64.exe' and not 'nw.exe' - though I don't think that should make any difference (just checked with nw.exe and everything works fine and is the same). I still can't wrap my head around how something could first display correctly, then weirdly and then different weirdly, yet in a consistent manner. Just defines logic. lol
Is there randomity to how a specific dialogue box looks after loading from the save, or it's always the same (until enough restarts of the game, after which it's different but stays the same again)? Because if it is, then yeah, something is probably dying in there...
But that save game not created until you quit and restart the game - is some next level shit too! xD
Really makes me believe there's some folder path problems, or perhaps permissions problems - but if perchance your folder and files are 'Read-only' and that somehow effects things, then...you shouldn't be able to save, and...that's it. You shouldn't be.
Very weird. Love it. xD
But unfortunately I have no idea what the problem might be. So all I can do is say good luck, and try that sandbox-thingie that kin-kun suggested.