I've only recently managed to get past the NM blood and sands quest. It doesn't matter whenever the "new checkpoint" banner pops up, because you will need to restart the quest right at the ancient water tunnel where you find that nefarious shen dude if you ever decide to logout during the quest. I've found zultans body and logged, and had to restart at the ancient tunnel. The only way I could progress was to devote a few straight hours to complete the act and move on.
Take a look at those quests, the checkpoints don't save properly.
I read in another quest that you are only safe to log out if the message "CHECKPOINT REACHED" is written on your screen. That messages means that you have reach a new selectable part of a quest on the quest selection screen.
When ever you get the "CHECK POINT" message, only means that you will now spawn at that location... It is very confusing coming from diablo 2, way point of certain continueness.
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