I've been having this problem as well. I've been playing with 3 friends and what's been happening is that we would play for hours straight but then eventually die and get game over. We would then quit and when I load up a save it would put me into the game with all of the accumulated deaths,kills , score etc. that the 4 of us had at that point in our game, and when the others joined it acted as if they were never there before. It's really frustrating that this happens and we have to beat the game in one sitting, which we were getting close to.
Also, about the saves, we always hit the checkpoints as we go along, but it doesn't seem to update/save the current save in the load menu. When I go to load up a save it seems to only have a save a few floors behind where we died which is frustrating because we then need to figure out where we are, if we need to pick anything up again that did not save, fight our way through rooms we already cleared with 3 players who are weak until we find the stores again.
Otherwise, great game, it's extremely fun, hope that these little issues can be fixed.