IIRC the game does support multi-level missions, or at least a long time ago it did - I recall seeing a commit in the SVN logs to support such a thing although that commit was a *long* time ago and I don't know if it is still implemented/working or not.
Not too sure about that though, its been such a very long time ago's commit. Lol.
Besides, Gunner suggested a save at the end of part 1 mission - my understanding is that its not possible, since the architecture dun support it, UNLESS, we are talking about an autosave (back in geoscape) before transferring everyone back to a new map (logically, since we are entering a diff area).
I dunno if thats (2nd part of last para) is possible, for the team to clarify.
And if its possible, for the team to decide if they wanna go ahead with such (esp in view of the final mission / base missions).