I don't think I understand your first question, sorry. If you don't use create-instructions, game_save usually will work pretty fine and will let you load for instance a scene where you are currently jumping over an obstacle in level 3, even though you may be in level 1 or have opened the main menu and no level loaded.

Assuming you want to save the progress in a save station in your level, you can realize this approx. as follows:

filehandle = file_open_write("save.txt");
file_var_write(filehandle, level_current);
file_var_write(filehandle, level_save_station);
file_var_write(filehandle, player_health);
file_var_write(filehandle, mission_time);
file_close(filehandle);

Then, when you want to load the game, proceed as follows:

filehandle = file_open_read("save.txt");
level_current = file_var_read(filehandle);
level_save_station = file_var_write(filehandle);
player_health = file_var_write(filehandle);
mission_time = file_var_write(filehandle);
file_close(filehandle);

if(level_current == 1) load_level("level1.wmb");
if(level_current == 2) load_level("level2.wmb");
ent_create(player_mdl,save_station[level_save_station],act_player);
...