You could try to create an object with the language setting and associate it with the session object. Open every page with a microflow that retrieves this language setting through $currentsession and opens the page that correlates with that language. Clicking the language button simply changes this setting.
I don't know if it is the best way, but you could use deeplinks(deeplink module from the appstore) for your redirects. In that case you should create a deeplink with a microflow for each page that you want to redirect to. This should ensure that the page redirects to the correct step in your process.
Did you find a solution at the end ? From my side, the mxReloadWithState() works perfectly in mendix 7.23.6 but not any more in Mendix 8.X, I got the same issue as you : Back to the homepage :(