its been a while since I programmed loading or swapping SWFs, but the level 0 movie always controlled the main movie, you if you swap that it makes sense that you would lose the other two loaded SWFs. I used to load my movies into Movieclips, since then I could control the movieclip with the new movie inside of it. And I can control the stacking order as well....
but maybe you can try creating a new movie that in frame 1 loads your level 0 movie, but load it on level 1, then have everything else load on level 2. Then you should be able to swap out the level 1 movie.
Or try loading your movies into a movieclip. I used to place an invisible button at the same size of the movie inside the movieClip so I know what size to expect to load and I can use it to place my items and then scale or control it in anyway I like.
Hope this helps!