I break Burnham out of prison. Saved in sewers. Get to the garage. Talked to Mackey and Burnham. I left through the door and saved last time. And this is end. Save points does not work since then.

WTF?

Edit:
Well I finished the game. Wasn't that bad but very frustrating sometimes.
If someone find himself in the same situation - it's not the end. You can save game by left clicking on selected slot :)

33% of the game you can save with keyboard selecting slot and pressing Enter. The rest 67% you must use mouse button. That is Insanity with the capital I.