Yes, I have completed all levels in Backrooms: Escape Together. When you load the game on this save, you will be transferred to the hub and from there you can get to any level in the game at the moment.

Path to the save:

AppData/Local/BET/Saved/SaveGames

How to get to the AppData folder:

Press Win+R, enter %appdata%, and go to the path indicated above.

Author: UppityLucien