Yeah, Veteran sure is frustrating.
I'm up to No Fighting In the War Room, myself now. Bugged checkpoints for the lose. I must have past the same place over ten times (and dying shortly after) before the game even bothered to give me a checkpoint
You have to be quick for NFITWR. If you reach a checkpoint but not quick enough, it doesn't give you the checkpoint to save from. It's frustrating sure, but think about how frustrating it would be to reach the blast doors with only 30 seconds left & it's impossible to do.
I've nabbed the following off 360voice, and I can confirm the general accuracy of the times. From memory, I hit CP3 with 5'45 left and still got the checkpoint there. There is a very handy video walkthrough on nextgenwalkthroughs.com that you can pause to note the times you need to be at certain places in so you can note them down to push yourself forward. Flash grenades are your friends on this level, particularly between CP3 & CP4.
Checkpoint Tips for NFitWR
CP #1: The corner after the dining area / kitchen ~ > 8 min 15 seconds
CP #2: Going down the stairs ~ > 7 min 45 seconds
CP #3: After the large area of creates and before the painful corridor of doom ~ >6 min 15 seconds
CP #4: Before the slow opening of the doors ~ >3 mins 30 seconds
CP #5: Just before you blow out the wall to the war room ~ > 1 min 15 seconds
Best tip I can give - as soon as you get Cp1, save, then save at CP2, CP3 etc. Good luck!