LoB is having 2 separate issues right now, but I think I've isolated how to deal with both.
The first issue is very simple. any time you reload a save in an area with creatures already populating it (either because those creatures are always loaded, or you have already seen the creature) those creatures will be loaded incorrectly, and will not have Legacy of Bhaal stats. For instance, if you save the area with a belt ogre and then reload he will be a weakling, but random encounters will still be working properly. This can be worked around by simply never reloading in an area that isn't already cleared of "combat" creatures. I say simply, but that obviously is extremely troublesome in large maps.
Update: Houses and other areas that aren't party required don't seem to work as "save buffers" so this is going to make things very hard unless you're willing to spend alot of time traveling.
Update the second: @thefirstbigw
mentioned that you can use the console to just transport to a safe place to save, then transport yourself back. Once you've cleared Lion's way (ar2700) it becomes a great save spot option. It's the first area you go to after the tutorial, and only has a few creatures to kill.
The second issue is more weird and complicated, it relates to save file corruption. When you start a new game, you will be correctly set into Legacy of Bhaal mode, and any saves you make will retain the difficulty setting. If you exit the game or open a non-LoB save and then go back to your LoB save, any future saves you make will be in insane mode, not Legacy of Bhaal mode.
I.E. If you start up the game fresh, it looks at your setting on the main menu (which notably cannot be legacy of bhaal). So if you load up a LoB file straight after opening Baldur's Gate, any future saves will not be LoB. If you load a corrupted save, then an uncorrupted save, and then save again, the new save will be corrupted in the same manner.
To fix this issue you need to load a Legacy of Bhaal save (or start a new game on LoB mode), and then load another Legacy of Bhaal save (or just load the same LoB save twice in a row). This will set the "save" setting to LoB properly, and future save files will be uncorrupted.
If either solution fails to work for you please inform me so I can do further testing, but I think we've got this problem nailed. Also, if you have any other problems related to LoB files report them as well so we can isolate and crush them. For now the golden rules for LoB files are
1: Load your save twice any time you exit the game or load up a non-LoB file
2: Don't save in any area with creatures you don't want corrupted.
Edit: The first issue was already reported by someone else. I have reported the second issue here http://support.baldursgate.com/issues/22132
Edit again: Hopefully it'll be more clear now. Thanks to @lazutu
for pointing out the new game stuff.