You will be moving upwards. It would be a good idea to turn left at some point of the mission. You'll find a crossbow there, however you will also have to kill three new snipers. One of them will be well hidden (screen), so check your surroundings carefully. Make sure that they all have been killed.
Keep moving forward. You will have to leave this balcony very soon. Jump over to the pipes (screen) and use them to get closer to your current destination. You'll perform a second jump very soon. Turn right. Your goal here will be to reach a dark tunnel. I'm sure that you won't have any problems finding it.
Climb down and make a few steps forward. As a result, you'll automatically end up inside a new room. You must be extremely careful here, because you are going to be attacked by a soldier with teleport abilities. You shouldn't change anything about the way how to deal with him - stop the flow of time and use a powerful gun to kill him.
Check the screen, because that's where you'll have to go right now. Ignore the second corridor for the time being. You'll end up near a ladder. Use the ladder to get to the higher level. Enter a new ventilation shaft and move on to an isolated room. You shouldn't have any problems finding a control panel. Press the button and save your game.
I guess you may have some problems finding the exit. Thankfully, the solution to this problem is very simple. All you have to do is to approach a small hatch (screen). It should open automatically. Proceed to the main balcony. You will be able to kill all nearby soldiers from here. Save your game.
Now you will have to head on to the left corridor. You've ignored it before, but now this is your only way out. You will be able find a small ventilation shaft here (screen). Enter it and start moving towards the ground level. Be careful, though. Once you've touched the ground, you will have to defend yourself against two soldiers. They will be using their suits to teleport themselves. Make sure that you're using your powers and most powerful guns to defeat them.
There's only one more thing for you to do here. Approach one of the carriages and get on board. Once this is done, turn left and pull a lever, so you'll start moving. You will have to remain here until the end. Get ready for the final mission of the game!