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So I made it almost to the end of the game on expert (no rewind), but unfortunately I saved the game at checkpoint while having low shield among many enemies, which makes my game sort of unfinishable - I can't avoid dying.

Is there any way to dig out and load some saves from previous checkpoints? Does anyone know?

Thank you.
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Saw your post back on the 22nd, but forgot to answer, sorry.

You could have savescummed the files before, but recovering a save now is not possible. The files are overwritten. Where exactly did you get stuck?