If you mess up or make a mistake, just pause the game and go to regular "Load" and choose "Autosave". Any mistakes you make should be erased if done correctly and fast enough after your mistake or after you get caught.
At the end where you need to be silent, the best way to make it past is by crouching with the Circle button and pressing the Triangle button near ledges to jump up onto them without making enough noise to fail the mission. If you fail, use the above method I mentioned. It worked for me.
You can also miss shots when you're trying to shoot out the lights to get past the first camera or when you're trying to shoot the second one. As long as you don't hear the guy say something about you being caught, you're fine.