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IIRC all temporary events (war taxes, monarch insanity etc) are excluded from the save files in order to reduce the save file size. I don't remember if this is documented in the manual or any of the FAQs but I think you can consider it a feature rather than a bug. You can work around it by saving the game before you raise war taxes.

Best regards
 
There are many things not saved: if u get a DOW and don't call allies before saving, you will find when u load that savegame that you are left alone in the war...
is there a way to call your allies after the 1st chance at the beginning?