If you accidentally click the "try again" button in the end menu after a task ends, the checkpoint function can't work normally. This is a problem of DCS itself.
In addition, in M09 mission, in order to activate checkpoint, you need to survive for about 990 seconds in the mission. At this time, the plot should be in the stage when the enemy mig29 team enters the battlefield. At about that time, you will receive the system prompt "checkpoint reached"
Checkpoint is a mission on the half way, so at least your game process needs to reach the process where checkpoint is located. If you are shot down at the beginning of the game, you will definitely return to the initial stage of the game. It's the same as most PC games.
If you can't solve your problem, please provide a tacviwe file. I will analyze your state when you are shot down.