No, I mean actual checkpoints during missions, not an autosave at the end.
The final mission is split in two, whichever option you take, with the wedding in the middle. Autosave at the end of part 1, autosave after the wedding.
But if, say, you're doing part 2, get really near the end, & die, you have to either load the last save, or use a restart. Either way, you have to go through the whole of that particular mission part again from the start.
e.g.
.
I'd much rather if PITA missions had checkpoints in them.