You can load saves whenever and however you want; it is not at all necessary to exit the game to avoid glitches. It is enough to simply start the map first, i.e., enter the game, select the Paragon map, and start playing it from day 1. Then, while playing on this map and saving, you can reload as many times as you want; it is not necessary to exit the game at all. If you want to see glitches, launch any map with many tents and where the AI has access to them. Play there for a while (almost to the end or even complete it), and then start playing on Paragon without exiting the game. Then there is a chance that the AI will have already visited the tents, and glitches may occur, such as Barbarians or someone else coming to kill you on the 1st month, or another AI going where it shouldn't. Waiting and skipping turns is definitely not an option, so I would advise starting over.