How do I create a scene during runtime, add it to the build settings, and open it using code?

I am trying to create a game in Unity 2D. The game contains a map with many circles that can be clicked on. Clicking on each circle leads to a different scene. However, since there are thousands of circles and thousands of potential scenes, I don't want to create each scene beforehand, as that would be very time-consuming and take up lots of memory. I want to only store scenes that have been opened so far. What I am trying to do is, when a circle is clicked, generate a scene. Then, add this scene to the build settings (using code) and open the scene. Is there a way to do this during runtime only using code?

So far, I am able to create the scene, and add it to the build settings; however, when I open the build settings, the scene is present, but not checked off. The scene also appears in a grayish color instead of the black color the other scene names appear in. When I try to open the scene it gives an error message which says that 'sceneName' (-1) couldn't be loaded because it has not been added to the build settings or the AssetBundle has not been loaded.

Here is my code:

Here are the build settings with the original scene on top and the generated scene below it:

Any help with this would be greatly appreciated. Thanks!