This page of our guide to Wolfenstein: Youngblood explains whether you can create your own save game or whether you need to rely on autosaves. This is an important topic especially for the first time.
Wolfenstein: Youngblood you don't have an option to create your own manual or quick saves. Even if you pause the game and go to the options menu, you won't find a command to create a save in the list. Campaign progress is automatically saved when the mission is completed.
From the main menu of the game you can additionally select Save Slot option. Wolfenstein: Youngblood allows you to operate on three slots where your progress can be saved.
A new slot can be selected, for example, if you want to start the game with a new sister. You can also delete the current slot, but this operation is irreversible and you can lose all things related to campaign progress, advancement of the controlled character and weapon upgrades you have already unlocked.
If you want to change the difficulty level of the game, you don't have to start it again. You can set a new difficulty level at any time in the options in the Gameplay tab. There are also no trophies associated with the difficulty levels, so you will not lose the chance to achieve any of your achievements.
If you want to backup saves on a PC, they are located by default in the following directory: C:\Users\Your_User_Name\Saved Games\MachineGames. You can protect yourself against any damage or accidental deletion of your game progress.
Additional note: If both sisters die, you will return to the beginning of this stage. Then, you are forced to play it again. This is not a mistake, but a deliberate penalty for your failure.
Always try to save your dying sister or call for help when your character loses all health bar. If the rescue comes on time, the sisters will not lose their lives from the shader pool. It will be possible to continue the game.