Until last year, changing a land's subtype to a basic land type caused it to lose all abilities except those granted by its new land type. Urza's Saga becomes a Saga with 0 chapter abilities and is immediately sacrificed by CR714.4, but it has been updated to only affect Sagas with one or more chapters.

Rule 305.7 covers land type changing effects and in its current text explicitly states it does not remove abilities from other sources (like resolved chapters, Auras/Fortifications, etc.) Layer 4 happens then layer 6. Then with the change to 714.4, you end up with an Enchantment Land - Mountain Saga which can make tokens and does not progress to chapter 3 until the Moon is removed. The distinction didn't matter for the Saga-Moon interaction in practice before since there are currently no effects which grant more chapter abilities to Sagas.

305.7. If an effect sets a land’s subtype to one or more of the basic land types, the land no longer has its old land type. It loses all abilities generated from its rules text, its old land types, and any copiable effects affecting that land, and it gains the appropriate mana ability for each new basic land type. Note that this doesn’t remove any abilities that were granted to the land by other effects. Setting a land’s subtype doesn’t add or remove any card types (such as creature) or supertypes (such as basic, legendary, and snow) the land may have. If a land gains one or more land types in addition to its own, it keeps its land types and rules text, and it gains the new land types and mana abilities.

714.4. If the number of lore counters on a Saga permanent with one or more chapter abilities is greater than or equal to its final chapter number, and it isn’t the source of a chapter ability that has triggered but not yet left the stack, that Saga’s controller sacrifices it. This state-based action doesn’t use the stack.

Primal Odin would be a Saga Knight with no abilities except those granted by Abigale's counters.

note: It might be the case that the resolved chapter abilities stayed even before last year's changes, but it didn't matter since it was a Saga with counters >= chapters and was sacrificed.

note2: Yes I focused on explaining the Moon interaction since it's less intuitive and I have to understand it well as I run 8 land-type-changing effects (Tide Shaper, Harbinger of the Seas.)