You really only need to rename the highest numbered save, the rest are backups. After renaming you need to switch the world map to the chosen difficulty, each difficulty keeps separate saves. Once done with sandbox mode tweaks, you can exit out, rename the new sandbox save, and go back to your original difficulty.
If you really must have more than the 300 slots that is the current cap, best bet is actually to shift save to sandbox mode and give yourself extra village centers, otherwise you'd have to decompile some game code, tweak it, and recompile it.
All save data is in game install location, profiles folder. Region saves will be further down, profiles\profile0\saves\worldMap\WorldMaps. Profile0 if you used the top profile slot. You can switch a save difficulty by renaming the zip file to the desired difficulty. Making a backup is recommended in case you manage to break something, fairly easy to do when mucking with the saves, or doing stuff with sandbox mode.