OK I'll admit I'm not sure if this is a bug or 'feature' but lately on non-permadeath games the 'save & quit' is overriding the 'save & continue' slot... now if this was done to prevent things like rerolling Kong enchants I can sorta understand it... but losing a game because my safe save from before entering a mysterious realm portal gets overridden inside an obscenely hard mysterious realm is NOT bloody fun.
Grrr... and now it's doing it again, all the different save types overriding each other. If it helps clear things up in any way using the Steam Version.