You want level_load(). Global variables stay the same between level loads. You can also use:

game_save(string name,var number,var mode) with the mode set to SV_VARS - save all the global user defined variables except var_info and var_nsave. Then game_load(string name,var number).

You can create multiple WMP files that all point at the same WDL file and level_load() between them.