I bet your code is something like this:
Code:
...
level_load(my_next_level);
wait(2); // Wait for level to load.
// Do some commands here.
...
Code:
And this code is either part of an event handler (my.event) or an entity action.
In either case, when you do a level load, all entities are destroyed and their actions stopped as soon as they hit their next wait instruction. For this it will be "right" after the level load.
What I ended up doing was making a seperate script that handled level loading, and just used a global variable to control the level to load. Im sure there are more then one way to do it, but this way worked for me.