Firstly make sure two scenarios are of course created, can be in any state of work or anything and can be from any route and train.
My example is from a scenario that is WIP for London To Faversham named at the moment. TT1 T1 (Part 1) and TT1 T12 (Part 2) When Part 1 is completed it will automaticly load into Part 2 scenario which will involve taking a A4 Pacific towards Ebbsfleet.

Showing both scenarios at least created ingame.

When in game for the last objectives you have to do. At the bottom of the timetable screen, make sure the box next to the wave length style icon is selected, into that box you enter into the scenario hex? code that will point the game towards the scenario title ingame. You have to at least make sure it is inputted into the last task and the destination box (At least i had to, so it would work)

As a example the part 2 scenario is the highlighted one, being the second from the top and the part one scenario being

End of Part 1 scenario - Notice top right mentioning changing scenarios.

Part 2 scenario loaded automaticly being named TT1 T12.
Chris