When does auto save work, i know everytime we get a loading screen it reads saving content but does that count as a last check point?

Auto Save only registers for the "Continue" Campaign option and only saves when you travel into another area via door. It's wiser to rely on saving yourself and loading from your own save. Seeing as how if your fighting a boss and you get swarmed by mutants you can fight some of them off, save, and then if you die...you wont go back to the beginning when you walked through the door to that area.