Early in the game whenever I load a save I get a new lead called 'the locked villa' saying I've been denied access even though I've not yet found the villa or spoken to Demitus (?)

Additional - loading 'Latest save' doesn't load this but takes me right back to first meeting with the magistrate with only one lead even though I've been to the Temple of Apollo, talked to several characters, etc

Hi, thank you for reporting the issue.

The best work around for both of these issues is to manually create a new saved game, after having completed these tasks. Either via the menu, or using the quick save key (F5).