I had this same problem, go check your save file folder, and select all, and if read only is checked, uncheck it. Beat the game again from your last save and now the 2nd game should register. This is probably the problem you have if when you go to the continue screen, the first time it takes forever but it loads nothing and you have to back out and try again to see your save files (which all lose their turn numberings as well). At least this is how I fixed the issue for me.
Eroknar got a reaction from masslamet in Sengoku rance : cant start second game (Solved)