Nope, no cloud save but figured it out. My first character was not set to be ‘In Mod’ in GDStash, hence it did not save properly. Once I clicked the box and saved the character it all back to saving things as it should be.
Yes, I am playing Custom Game due to I am using Grim UI for extra stash and back pack space.
So the first was me being a dingus 
and the other part I was not aware of that it made all difficult levels available if playing a Custom Game using a mod. 