Originally Posted by Nevander
Make sure you keep two or more saves this time. One at the previous level, one at the start of your current level, then one for current level progress. Then replace then as you go along.
I use all the save slots, but I always keep 1 save from the very start of each level until I've reached the next one, when I overwrite it. I encountered this glitch too, but I reloaded from the start of the level and did it all again, and it worked.
I'm on Erebus 4 on RoE now, so I should finish my Nightmare runs tonight. Just the MP to mop up then.