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I've started to play TFL again and have been enjoying this wonderful plugin, but is there anyway to leave a game and return with the same units since it can't be saved ?

It only seems to retain them in one gaming session which has stopped me from progressing as I want to bring along my elite units.

You can't do this, unfortunately. Thats because, in TFL, you can only play coop plugins as a multi player game, and you can't make saves of that.
If someone ported it to Myth 2, then it would be possible to play it as "offline" campaign.

Also, be warned that some level are extremely unbalanced and impossible on Legendary difficulties. So don't be afraid to change the difficult level if needed.