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Thank you very much for the advice. The map loaded, but without heroes (there were supposed to be two level 20 heroes with artifacts). There are two options left: either these heroes will appear later in the scenario, or I will play with new heroes (I'm glad there's a tavern in the castle).
I figured it out. You don't need to touch the checkboxes, but the field specifying which campaign to transfer the heroes from was not filled in. I entered the name of the first map in this field, and everything started working perfectly with my old, leveled-up heroes.
Kvant, thank you so much for pointing me in the right direction! :)