You cannot load a Trial of Iron save from in game (only from the main menu), and quitting overwrites the save, which is also deleted on game over. Only thing you can do to save the situation is to Alt+F4, or close the process in Task Manager, but then whats the point of Trial of Iron.
Actually if You got attacked, and when there are hostiles around You exit to main menu, Your save won't overwrite. Other words if You want reload save in PotD - got attacked
I accidentally found that out while on my TCS i made a ragequit in Lle a Rhemen, in cave with spores - couldn't pass through them without a fight which i could not win. so when having like 20hp i just quit. And then i realise i can resume from the entrance.