did you check the level sizes (bounds) .

also what kind of data is associated / stored for each entity , eg. skills or extra pointers?

if you take away the load game and simply start your game manually at the two levels involved in sequence, does it happen still ?

if you replace the entities with placeholder models without textures , does it happen still?

does each of theses levels have their own scripts , and if so , can you show it ?

do you use the physics engine ?

what is shared between these levels ?

try to start at the entities creation and destruction functions/code , what are you doing there , line for line can you post it ?