After playing for a while, every time I try to change into a new map, the game shows a message saying "Zone Transition Failure" and then it puts me into the main menu. Anyone know what's going on?

Try one of those suggestions (by Styg, the main dev behind UnderRail) and see if it solves the transitioning errors in your case.
If the issue persists it might help to post the contents of said TransitionError log file on the official UnderRail forums.

I had that bug in the last/previous version but thankfully the saves were not corrupted so autosave or manual saving always prevented any loss.

I am having both zone transition failures AND saves and autosaves failing to load!!! My game is on Steam (win7_64bit) so it has to be a persistent bug in the game no matter wether it is Steam or GOG edition! It was just too frustrating to play it that I have uninstalled the game and gave it a thumbs down review. Considering how long it has been since the game was released, there is no excuse for this bug to still be present. This IS a GAMEBREAKING bug!
There is also another problem I consider serious: There is no info available when you want to transition from one zone to another, so you have no idea where you are going!!! A Map would have been extremely useful but info on the zone you are about to enter is ESSENTIAL! This game is a huge disappointment!!!

I also had a couple of transition and save errors at the end of long play sessions, wich to me means the game is not disapointing, or such long sessions would not happen. Reboot solved those errors so far.

I am having these crashes and save files fail to load after 10 minutes of play. You are very lucky to have these problems after a long session...I saw on Steam that there was a `hotfix` for these problems so I gave it another try...sadly, nothing has changed! The most disappointing part is that the Dev is blaming Antivirus, MS indexing service and Google Drive for these problems...I have 650 games on Steam and 0ver 220 here on GOG and no other game has had these specific problems!!!
It all comes down to a bad code in the game! I hope they fix this gamebraking issue which is affecting some of us...otherwise, I will have no choice but to give up on this game!

Holy sh...! 3 years are past, but bug is still here. :(
I can't leave a Junkyard. No way.
Any solutions from forum don't work for me.

Could any body help?
There is a chance to refund because of killer-bug?

Проще написать Стигу напрямую, разработчику и скинуть ему сэйв. Видимо это редкий баг, тяжело повторить и отловить.

Да я уже где только не писал. Все бессильны. После недолгих уговоров ГОГ вернул деньги. Что меня очень порадовало, несмотря на годовую давнось покупки.

И баг в общем-то не редкий. Форумы пестрят сообщениями о нём.

Сколько ни играл - не сталкивался.
Ну, если вернули деньги - хорошо.

Keep calm :) there was nothing about bug solution. Bug is not fixable, if you don't have previous uncorrupted saves.

So there is still no word from Devs??? Bummer!