I have completed game and tried to start NG+ and get that message. I believed I properly saved the game. No main quest remain. I even returned to Kaer Moren, which shows the destruction of battle, and no npc's and saved there. BTW, I have the Next Gen. Update installed. Now clue what to do! I see many others with same issues. Bugged?

I just rechecked and it may have got me into NG+ as some of the the NG Update DLC was listed, however, my armor didn't transfer.

Regards