The game is now in a state where the title screen, main menu, intro, levels and between-level transitions all flow together properly, although currently if you play it up to the end it runs out of levels and crashes.
I now need to add all the audio stuff that I stripped out at the start of the project, and find new sound effects for the things that weren't in the first game. I also need to find new ambient background atmosphere for the new environments. Shouldn't take too long.
After that I'll buy a new XNA membership and try uploading the game to an actual Xbox for the first time since I started making it over a year ago.