Well, i think you play on normal.Right?
There is no way to actualy save the place where you are exactly.But if you play the SE,you are lucky.The normal edition had far less checkpoints
A strategy would be:Slap in Trickster,if you have enough red orbs,buy a "Double Jump" move!Its a must-have.In the fight you will most likely attack with Ebony and Ivory,the standard pistols.Just (Double)Jump away,shoot at one of them (target him) and once they run into your direction,you can use Trickster to rush through them.Sometimes the camera does not show the whole area.You should look out for the shadows of the enemys,because they use Jump attacks sometimes.If you are lucky,you can attack one of them with your sword and cause him to stop attacking,this is when you should Attack with all you have!Once the health bar of one of them goes down to around 1/4,target the other one and try to kill him.Once one of them is dead,the other one grabs the weapon of his dead buddy and gets stronger.But he keeps his health,so you can easily finish him.In hope that was helpfull,reputation+ me if you want
(Yes,please)