All because some edits were done to the route and rolling stock used in this session.
That is why you got the warning message shown in one of the screenshots. Trainz was telling you that edits had been made to the original route and/or session that might affect the operation of the session and/or the game you saved. It gave you the option to load the game with those edits or abandon the load.
A possible scenario:
You create and save a route and session. You then start the session, run it for a period of time, then save the game and exit, The saved game will store all the consists at their positions and status (moving, stationary, driver commands, loads), all the industries and their status (product levels), session rules at their state (completed, not completed), etc at the exact moment the game was saved. After exiting the game you go into Surveyor, load the route and session (not the saved game which you cannot directly edit) and make some changes - for example, you delete a section of unoccupied track in the route. Suppose that track was unoccupied in the original starting session but at the time you saved the game it was occupied by a consist. When you restart the game the consist would have vanished or, more likely, become an invisible ghost - this could be what you mentioned.
The same thing can happen if you only load the route and delete a section of track that is occupied by a consist in any of the starting sessions. Ditto for making changes to industries, track marks, etc, etc.
That is what the warning is about. You can ignore it at your peril. If all you have edited in the route is change a few trees or other non-critical scenery items then it would be safe to load the edited route/session but only you can make that decision.
