I've finished the last details and separation of global vs local images for being able to load in your custom game data, and added the drop-down in main menu. So modding is now officially fully supported!
How it works is that you select a data folder to load when starting the game, then pick one of the three options: New Game, Continue, or Load Game. All three will use the picked data folder. Save games will be created in the mod directory, separate from other data folders. This will avoid you trying to remember which save games is for which mod, and avoid data corruption. For example, if you load a game that contains a race that the current data directory don't have, it'd cause problems.
Here's the screenshot!