There's a few settings ingame allowing for a very easy approach with soft reset and retry.
Options -> Difficulty -> Soft Reset & Abnormal Exit Revisit in particular.
And other settings modifying a few more ingame related things.
Abnormal Exit would allow you to for example, Taskkill the game and retry the mission you died / lost too much stuff on, but I think Alt+F4 and normal exit still saves your losses and marks that location as visited so you can't go back in. So taskkill only for that one, probably.
( i ) Taskkill: Ctrl+Shift+ESC -> Processes -> Duskers.exe, End Process.
As for the savegames - you can zip the contents of...
... and later restore a savegame you backed up by doing that after things went south.
Other than that, though... nope. No saves mid-mission.