change player location when coming back to a level

If you have a do not destroy on load object you need to make sure you don't load more of them with your new levels. Create an empty scene with just your do not destroy objects, in the Awake() function put a call to load your level. Make sure your levels do not have any do not destroy on load objects in them.

On the player Start() function do the check to see what level was the previous loaded level (you'll have to store that in your donotdestroy object and once you set the player position then set that variable to the current level)

What you can do is before you load each level with Application.LoadLevel, log the player's last position to an array of Vector3's, with each element corresponding to the appropriate level. Then, when calling OnLevelWasLoaded, look for the appropriate array element and change the player's position to that position. So for example:

 var player : GameObject;
 private var lastPos : Vector3[]; //In order for this to work, you should call each level as consecutive numbers from 0 - e.g 0, 1, 2, 3
 private var levelToLoad : int;
 private var canLoadLevel : boolean = false;
 
 function Awake () {
     DontDestroyOnLoad(transform.gameObject);
     lastPos = new Vector3[Application.levelCount - 1];
 }
 
 function Update () {
     if (canLoadLevel) {
         lastPos[Application.loadedLevel] = player.transform.position;
         Application.loadLevel(levelToLoad);
         canLoadLevel = false;
     }
 }
 
 function OnLevelWasLoaded(level : int) {
     player.transform.position = lastPos[level];
 }

Created on air, so I don't know if it will work per se. In order for it to work, you'll need to make it so that your levels are named in a consecutive order from 0 (e.g. 0, 1, 2, 3, etc.) and you whenever you need to load a new level in another script, change canLoadLevel to true, levelToLoad to whatever number level you want to load, and then change canLoadLevel back to false. There is probably a better way of doing this, but right now that's all I could think of to keep it nice and short.

Hope that helps! Klep