LOL. well did you see the saving icon on the top right of the screen? I think it happens right after the cutscene. Damn you must have turned the game off before it saved. That part is mad short though but yeah it can be challenging. It took a few tries on veteran difficulty. not sure how it is on easy though. 
I dont think the game has bad checkpoints though man.
I will say that the sharpshooter is some bullshit. Ill try it again but on my first try I ended up pulling the move out that shit and just using it by itself.
Im having fun though in multiplayer
