Weird. Now I cannot create it under DirectX9 either. o_O What's going on???
Edit: Okay, this is going to sound silly. So, despite my presumptions, I did the silly thing of turning down my resolution (1920x1080) to something 'reasonable' (1280x960), and strangely, it worked.
This was under DirectX9. I then attempted to retry the same procedure under DirectX11, but no such luck. However, it should be noted that Civ5 has two different default video settings for each version of DirectX.
Format: Leader Scene, Overlay, Shadow, Fog of War, Terrain Detail, Terrain Tessellation, Terrain Shadow, Water, Texture, Anti-Aliasing.
DirectX 9: Low, Medium, Medium, Low, Medium, Medium, Low, Low, High, Off.
DirectX 11: High, High, High, High, High, High, High, High, High, 4X MSAA.
As for your question whether I could load the old save: The answer is yes. No problem. I want to note that the loading progress crashes at the same point each time. If I choose England, it will crash as the narrator gets to 'England is an ancient land'.