If I save once more, a file named "0" is put in "Documents\My Games\openmw\saves\2" directory, and I can suddenly see a "load" option.
The previous file in "Documents\My Games\openmw\saves\1" directory, also named "0", is actually opened by openmw and won't let me re-name it until I exit openmw.
I'll see if I can get to the save part with a debug build to see what is happening during a load.
EDIT: figured out how to copy from the console, too late now

EDIT2: as soon as I step out of the office the slaughter fish pathfinding thing kills openmw in debug mode - is there a quick workaround for this?