I deleted the default starting six party members and created my own, when I entered the dungeon I noticed I was playing the original default party and not my custom made party. "What the hell, didn't I delete these characters?" I exit the dungeon to find that all my custom characters were gone replaced with the default party.

So I try again.. I deleted the default party and start to recreate my custom party again, in the middle of creating my third character I saw I suddenly had the default party again, I checked and my first two custom characters were gone, and the third that I created was now in the 7th character slot.

Yeah, sadly, this seems to be a frequent issue--saving in general is..less than 100% stable at this point for whatever reason.

While I hope it gets a proper fix, what I found as a workaround was that doing a bit of adventuring in the dungeon with the default party and *then* creating characters after exiting (Without deleting the default party) seems to make changes stick better. I don't know why, exactly, but my suspicion from observation but no access to the code is that there's a kind of "tutorial state" at the start of the game that exists (Which is what makes that "You begin with pregenerated characters at level 2..." thing pop up), and taking the default party into and out of the Maze is one way to tell the game to get it out of that state and let your changes/saves stick.