This keeps happening to my saves and I have to reload from a previous save every time I play. I made a back-up save in Moonlit Manor from the Oblivion mod by Reaper and that works fine. But I'm playing through the Dark Brotherhood storyline and every time I play, I have to go all the way back to Accidents Happen and I can never progress past the Purification.

I look at Wrye Bash and as expected, the save game which crashes (no warnings or any message about corruption) is highlighted in red. Normally, with Morrowind, I would click "Repair all" but there is no such option. All mods under the mods tab are green and baby blue with the mods tab with the crashing save. If it helps, Oblivion crashes when exiting the game. My load order is:

Oblivion.esm
Morrowind_ob.esm
CyrodiilUpgradeResourcePack.esm
ValenwoodIslands.esm
RemoveTrainerBounds.esp
eyja.esp
Oblivion Citadel Door Fix.esp
DLCShiveringIsles.esp
Unofficial Oblivion Patch.esp
ElsweyrAnequina.esp
Whispered Warning.esp
Valenwood Improved.esp
ElsweyrValenwoodImprovedPatch.esp
Morrowind_ob - Conversation.esp
Morrowind_ob - Faction Relationships.esp
Morrowind_ob - Morroblivion Maps.esp
Morrowind_ob - Morroblivion_Chargen_And_Transport_Mod_v10.esp
Morrowind_ob - MorroblivionTreeReplacer.esp
Morrowind_ob - MorroblivionWater.esp
Morrowind_ob - MorrowOblivion Eloth Landscape & Grass for v033.esp
Morrowind_ob - Silt Striders.esp
Morrowind_ob - UCWUS.esp
Borderless Cyrodiil-3578.esp
Black Marsh.esp
Morrowind_ob - TR Map 1.esp
VISCO2Ws.esp
Reaper's Esmeralda's Desert Manor.esp

Any help would be highly appreciated

The red highlight of the save file is the warning. It means you have a missing master file. Right-click on the file and find the menu choice that says List Diff Masters or something like that to see what's missing. Also of note, crashes on exit are normal with modded oblivion. The fix is to install Fast Exit v 2 (requires OBSE).

I did that and the red hilight was gone. But the game still crashes when loading the save game.

So it's time to do some serious troubleshooting. Sorry. Common advice would be to try and find out if it's a mod causing the problem, or if your savegame is permanently damaged. You can deactivate half your mods and see if the crash still occurs. If it does you deactivate half again and continue until you can isolate which mod(s) are to blame. It's also possible in a modded game for your save to be so dependent on certain mods that it won't load without them. Sometimes your only option is to revert to an earlier save. I can't offer any specific advice based on your load order though.

I do have a back up save game and that works fine. Problem is that once I load it and save in a new slot and I load that new game, the game crashes when loading it. Is there any way to prevent it?

I can tell you what I've done when I've had similar problems. Load the good save, then fast travel somewhere else well away from the current location or coc testinghall. If it's a bad spawn or an AI package not executing properly that should take care of the problem. You may need to wait out the respawn period (72 hours is the default). I would say 90% of the time that worked for me. It's always possible that the corruption is already present in your "good" save, in which case you have to keep backing up until you find a save that doesn't cause crashes later on.

Thanks. I did try saving in a test cell and loading it was fine.

But when I killed Baenlin (again), I saved in Moonlight Manor and when loading the save game, it crashed again. I thought that the manor was a safe place to save.

Edit: Nevertheless, I shall try again and different places until I fix the problem.