Hmm I just replicate the situation you are having. I made a save from my season 1 endgame with the game modded with Sancho multi mod, then I open season 2 and loaded that save, besides the usual warning that the save was made in a different device, that issue is known and happens all the time, just hit yes and load it. It loaded well in my season 2 without mod, but because I played v0.11 modded and then v0.12 unmodded I used the Sancho SaveFixer (it is still there in my season 2 game folder), it is on the OP of the sancho mod thread. Put it on your unmodded season 2 game folder and then try to load the save at the end of season 1 where says "Save your game now", ofc put it with the game not running and then restart the game, just then load it hehe. Give me feedback to know if you still get the error.
Edit: yes I just tried to move out the sancho save fixer and then run the game again and tried to load it and give the error you are having. Just place the save fixer in your game folder and should be fine.