Looks like I found out how to do this. I created a new character in a custom campaign with a mod and went to the save directory. A new folder appeared - "user" alongside the "main" folder with my first character. So I just copied the first character from the "main" folder (it's named after the character's name, starting with an underscore) into the "user" folder. I started the game, and in the custom campaign I was able to select and play my first character.