Hello, I have the same problem as you! Here are my tries and conclusions:
Porting-Kit: Playable fallback, saves load but laggy gameplay/low graphics
Actually using the Porting-Kit from Paul the Tall works in that regard. But unfortunately I believe that this approach is limited to CPU rendering, because I feel that the Crossover version ran smoother on much higher graphics while Porting-Kit is laggy even on low settings as soon as you zoom out.
First try (Win 7, 64 Bit, custom installer): fail to load saves, but smooth gameplay
I tried an older installer for the original Anno 1404 and some patches (not GOG but lawfully obtained through a magazine) on Windows 7 64bit first and basically the error happened as you describe: Played for several hours, saved automatically and manually many times, overrid some saves... etc. When trying to load the savegames the game crashed upon the click of the "Set sails!" button. The savegames show up properly and all the save-files are where to expect.
Official try (Win XP): load fails
I retried using the official version from Crossover with the GOG installer for Venice, which utilizes Windows XP. This time it did not even load the save files from the "load game" option, but would load through "previous game". I encountered some graphical bugs, regarding the water not being rendered, which were fixed by changing some graphic settings. After saving a new save from this version I noticed that my loaded game had shrunk from originally 8.2 mb to around 5kb. The new save was stripped of many binary data present in the saves from windows 7. This could be a bug between win 7 and xp though.
Best try (Win 10, 64 Bit): Smooth gameplay, saves load
I tried the GOG installer on a windows 10 64bit bottle and this time it worked. Although I had the same graphic bugs from XP affecting missing water (just change the graphics settings) and my saves from the Win 7 bottle did not load, I managed to create a new scenario, save it and load it after a restart. I will be trying some other things after I imported my user profile/settings etc. and playing for a bit.
My conclusions
Anno 1404 in its original (but patched form) as well as Anno 1404 Venice runs great on my M1 Max MacBook Pro on Crossover. The currently "official" version by Crossover did not work for me. Some last thoughts:
I have my Documents folder synced via iCloud and I assumed that could be one potential problem.
I retried loading saves after running "chmod 777" for all save-files and folders in the anno documents-folder, but no luck. I assumed file permissions could, but should not be the problem. Also writing/overwriting the saves from Anno 1404 did work, so yeah.
The only thing a am left to assume is that Anno save files by Win7/XP are not formatted properly on save resulting in the error. Why it works on Win10 is unknown to me but it would explain why the Win10 version is able to load its own saves but not the ones created by Win7.
Maybe this error also is connected to importing old profile/settings file which I have not yet done for the Win10 try.
I will also look into 4 crashdumps created, that could give me more insight. If wanted I can post them in this forum.