Hey, picked up Luna Engine a while back and finally started to give it a go. I'm actually getting a pretty similar error. It's the same situation for me too. I try selecting "continue" and then the error appears immediately.
I'll try showing my plugins too.
I tried turning off scripts one by one, and launching the game, yet I wasn't able to open the save/load menu. There were two times where I got a different error though.
First, there's when both Yanfly's Core Engine and DreamX's Battle Status Core plugins are off:
Then there's when both Yanfly's Battle Engine Core and DreamX's Battle Status Core plugins are off, though this happens upon launch of the game instead of when trying to get to the save/load menu, therefore I'm not quite sure if it's even related: