After beating a chapter, a pop-up should show telling you you've won, displaying some stats, and asking if you would like to load the next chapter or stay on chapter one for a bit longer. Are you not getting this pop-up? Did the ending cutscene for chapter 1 play? Try pressing "L" and looking in your quest log; are there any hegemony objectives (marked with an eagle) left incomplete?

I'm afraid I don't know what might be causing this and will need to investigate further. Can you send a save game with the issue to chris@longbowgames.com? It would also be helpful to recieve any other saves from the session, back when you had the objectives.

I wasn't able to reproduce this even with the savegames sent to me by Dearmad and was not able to determine the cause of the issue in his playthrough but did find that the ending triggered properly for him if he was sent a savegame near the end. If you can you email chris@longbowgames.com with more details (ideally savegames set before and after you defeat Ariovistus and as detailed a walkthrough of what you did in your playthrough as you can remember), I can send you a savegame which should end the chapter properly.