You need to start a new game with the Isle of Siptah map first, only after you will be able to select between the two saves. If you have only one save, the game doesn’t offer you this option.
Regarding your Exiled lands issue, it is quite possibly caused by an outdated mod. Please be aware that mods will cause issues immediately after a new game update release, which is why we add the disclaimer in each patch note. Give modders some time to update their creations to be compatible with the latest update.