Seems like I'm the one that's brain dead. I made each world, paused the game so I could copy it for uploading, then tested each world to make sure they were okay. Everything was fine, or so I thought. I've just learn't that sometimes the HQM activation only remains if you exit the game before copying the file elsewhere. I say this because I've done testing and in the past its worked fine. For some reason, this time around it didn't and of course I didn't check as I wasn't aware it could happen based on previous updates.
I'm beginning to think this game really doesn't like being changed and finds ways to thwart my attempts. Either that or it has some kind of mania about versions ending in 0 and finds a way to make sure I have to do a 2nd update to a version ending in another number.
To this end I've just made version 1.4.1 and it hopefully will be available in the next few days. Until then, the 'Create New Game' that was made in exactly the same way is working so you could always try your hand on the frozen ice. Apart from that. RehabOholic has already mentioned you can activate quest mode via the LAN setting in cheat mode. For anyone else who wants to try this the command is hqm quest
Sorry about this, I really hate having to do updates that only fix a problem that shouldn't be there in the first place but life happens. Be aware I've had to make new save games to have them activated as its possible just activating the existing ones will only work until the next time they are loaded. Better safe than sorry. This means any games you start won't be able to be played after the update.
As mentioned earlier, try the 'Create New Game' option instead. Even though that will be changed as well, your existing game won't be affected by the change as it will have a unique name. I've actually tested it to make sure and all is well.
Okay, I've uploaded the new 1.4.1 update and it now waiting for approval.