Hi,
Sorry again, my English is not really perfect. If you do not understand something, tell me, and I'll update my "solution".
Like said "Kal_El__1983", we can only offer tips :
> Like "Kal_El__1983" said, as soon as you're dead, just quickly press the "Options" (start) button and quit the game. You will not lose one of your 3 precious lifes. But, of course, you'll have to restart the same level from the beginning. I was going to say this solution first but "Kal_El__1983" did it faster, credits goes to him for this. :)
> One other good solution is to save your game on your USB device or / and on the PSN "cloud" ! For this, you must leave the game and go on the main options of the PS4. From there, you can upload / copy your gamesave of Killzone on your USB device and on the PSN "cloud". If you lose your 3 lifes, you just have to upload them. I did not tried it because I still have my 3 lifes with the previous tip said by "Kal_El__1983", and I'm currently at the 9th level (hardest one).
> The hardest level is the 9th (when you have to fight Tyran). Practice is the KEY ! Select one of the chapters of the level 9 in HARD difficulty and try it, you'll be able to restart as much as you want from a previous checkpoint or retry the chapter quickly (just press the "options / start" button).
On this level, you can die easily in 4 places / moments :
A / Doing 2 objectives right before to fight Tyran. You must be fast on this part.
B / The boss (Tyran). There is a minigun behind the building (be careful, there is a spider in the same room), this weapon will help you a lot to fight Tyran. After you defeat him, be careful : from his ship will arrive 4 soldiers ! Pay attention to do not forget them !
C / When you're in the sky trying to escape the rockets. This part is... Shit. The gameplay is a little bit strange but you can survive easily as you can have a stupid death if you touch something ! You must train yourself on this part !
D / The last part of the level with a LOT of ennemies. This part MUST be practised a LOT before to think you can do it without dying ! Remember : if you die on this part, you'll have to retry the whole level (means around 20 to 40 minutes, depending on how you play !). This part is a little bit based on luck and in your skills, just practise, practise, practise, until you defeat all of them without dying for several times.
> Do not forget to use your "médicine" if necessary to get a slowmo for a short moment. Or you can let you die at least once, and use it but, be careful, it's your "joker". If you have 2 medicines (maximum), remember you have a "delay" of 20-30 seconds before to use another one, so be careful to do not die too fast. Let you die can be a strategy but you must train yourself before to think you can do it.
> The final last room with all ennemies has 2 doors : one on the left, the other one on the opposite (on the right). If I remember well : the doors open TWICE, don't forget it ! At the moment, I did not really find a "safe" place to clean all of them...
Good luck ! :)