My main saves are in the Legates Camp but I always seem to get moved into end game and get the final credits, even if I have got the 5 level extension and set my mission as Dead Money
If you're at the Legate's Camp then you've already begun the final mission, making it impossible to use that save for Dead Money. Other than that you can start it anytime in the game.
Remember that pop-up box you clikced yes on and then got teleported to the dam?
Well by clikcing on that box you cannot get back to the rest of the game. You have to revert to a save before that.....if you cant, you'll have to start a new character.