I thought this only happened to me.
Here's the work around:
When you first want to add a road, click the starting point and click the Add road button. Save and exit immediately.
I guess that builds the expected tracks file on disk but I'll have to check it out next time I start a project from scratch.
Anyway, when you reload the terrain, that first road will be there and everything will work fine.
Get back to work.
PS Don't forget to update (or whatever that button is named) the roads so the convoys will be moved to the correct starting places. Also, after you've done all you can to silence complaints from the Object Report, report back on remaining road issues. If your terrain is flat enough, or not, TE can automaticly add 10 mile roads running south from all the bases with one click.