The "something" you 'll have to do after reloading is to move one or more units out of settlements. The new captain "consumes" a random number in order to take a name, thus changing the odds of the upcoming spying, assassination, inquisition (and how that thing priests do to heretics) success.
EDIT: Also, in order to give to the merchant some better chances, move the merchant out of settlement and out of army (so as to be alone), select him, open console and type this:
Code:
give_trait this NaturalMerchantSkill 3
Do something similar if you test spies or priests.