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Is there a way to save my character for further expansions if I did not start in The Quest?
Do you mean if you're playing the standalone version? I'm not sure. I think you'd have to ask firstname.lastname@example.org. I'll ask him for you though.
I asked Elendil your question. This is his answer:
"You can import a save from a standalone version into the main game, provided you've enabled the expansion in question. (Of course this only works within the same versions, new and classic saves are not compatible.)"