Well, how to say it... that's the point! Saves are made so that you can save the game only when you reach a new layer. If you just need to save it, then it's doubtful.
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Yes i've already saved my game, im wondering if I load my game and then die if my save will be deleted, or if i can load the save again.
If you die at any point, your save is fried. Which makes me a bit sad, but I get it's the point