This topic is very interesting, especially the idea of adding a load game feature. (Very much needed.)
One thing I've noticed, is you are attempting to work with existing mechanics, and forcing yourselves into those constraints.
For instance, a post talking about how the menu slots array has only so many slots.. So what.
Via a directX hook, you can draw your own menu's, I would use mouse clicks for ease of coding(no worries about forcing it to work with the existing menus..), sure it's a hack, but it works.
Basically, hook directx, overlay a new "Load Game" button(using DX), add in some mouse click detection for the location you are drawing it at, and when a click occurs, simply trigger the real load game screen. (I haven't played the game recently(so I forget), but the mouse may need to be enabled too if it's usually not visible, also fairly easy from the DX hook.. You just issue an enable command which toggles it's visible state.)
Easier said than done, but very doable.
Note: Most ppl use the custom graphic driver by Aali, so working with him\her is preferred, since they obviously already hooked the game to that. (Which also gives you a nice starting point to inject your code from.)
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Here is an example of what can be done via hooking, if you have the knowledge.
OBSE
http://obse.silverlock.org/Look at the documentation for OBSE,. (It adds arrays, strings, functions, etc, and more to Oblivions default scripting engine..)
Look at MGE (Morrowind Graphic Extender) for an example of a good visual directX hook in action. (It adds distant LOD, and all kinds of awesomeness to Morrowind.)
I believe the source code is available for both(it's included with OBSE, and MGE has it separate on SourceForge, so if you're interested in learning how to do these things for this game, take a look..)
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Btw, I would love to help, but I'm still an amateur at actually doing these things, so far I can disassemble, and do minor hacks, basically what you might see with a trainer, but made permanent through .exe modifications. (Things like, infinite ammo, etc,.)
If anyone more skilled would like to help me learn about more advanced stuff, by pointing me in the right direction, that would be appreciated, PM me with any tutorials, tool recommends, etc,.. (I use IDAPro mainly, and MHS v6.1(very good tool)..)
Then I could be a bit more useful around here..