Hi,
When you're running the game, can you see if the FSM actually triggers and goes to the load level state?
If it does, I can only guess that you may have mispelled something or you may not have added both scenes to the build maybe?
If it never gets there, then maybe try adding rigid bodies to every (both) objects involved in the collision (or to whichever object has not go them already?) - but since you're copying and pasting a working object, this is probably not the case.
Good luck with it and I hope this helps.