exit.sqf script wont run from campaign\scripts\ directory at mission end, it has to be in each mission dir :(
If you do saveStatus and then try to loadStatus on different class character, you have no uniform/gear. I guess its somewhat obvious but you cannot start like civilian character and then on next mission have BLUFOR soldier or other character class. I'd suggest that you pick one character at beginning of campaign and stick with that one.
FIA Randomized Headgear
In v1.44 at least FIA rhs_g_Soldier_F seems to have randomized headgear and goggles (glasses), even with saveStatus / loadStatus they still change, odd? You can turn this off by adding following to the units init line:
this setVariable ["BIS_enableRandomization", false];