If you're speaking about [i]Shattered throne[/i] themission that is active only during max curse week at the dreaming city (when there's a lot of taken goey and blind well has taken as the choosen enemies) yes, it save your progress. ONLY during that week you play it, upon the next weekly reset on Tuesday, ST would be turned off and the curse cycle also resets, with this your checkpoint is also reset for the next ST you'll start the mission from the beginning.