I tried the same thing and it worked fine.
I opened Scen 5 Guad in the scenario editor. Changed the number of turns to 250 and saved as scen 30.
Opened Scen 5 Guad in the Database editor and saved as Scen 30.
When I start the game (Head-to-head) I can see a scen 30, when I click on Scenario Selection, with the name "none" (as I never bothered to rename it). I can choose it and start the game
I have 10 new files in directory C:\Matrix Games\War in the Pacific\SCEN on my PC. They are named scn030.cmt, wpa030.dat, wpc030.dat, wpd030.dat, wpg030.dat, wph030.dat, wpl030.dat, wpp030.dat, wps030.dat and cam030.dat.
Did you save them in that directory? I never changed so it is the default directory that opens but if you have installed your game differently than the default it could be a problem possibly.