Do not use previous Saved games in GWX, or any other mod or mod change for that matter... The "default" Save folder is in your "My Documents" folder, and is most likely named SH3, unless you've used MultiSH3 to change it. If you want to save the Saved game info for re-use later, when you restore to the previous mod state, you copy and paste that folder elsewhere. But before you play GWX, you need to delete either the whole SH3 folder, or its contents. As an example:
"
C:\Users \UserName \Documents \SH3"
Also, you should not have SH3 installed in a Program Files folder, even if you have the Steam version. You should use a folder of your own naming that is outside of the Windows "protected" structure, such as "C:\Ubisoft \SilentHunter3" or similar, so that Windows does not interfere with applying mods.
Welcome to SubSim Capt. Charlie!