I finished the Vella section of Act 1 last night and the game switched over to Shay. I clicked the Save and Exit button before doing anything. When I came back today and clicked Continue (same thing happens if I use Load), I get loaded back at the start of Vella's section where she's waking up. If I open the Load Game section in the main menu, the icon for my save shows the split Vella/Shay screen. For now, I'll try reloading an earlier save and finishing the game again, then saving later than I did last time.