* System > Every 5 seconds > save X and Y pos of player;
* Check point gadget > When player happen to interact in any way > save player X and Y pos;
The first one, I strongly recommend you to check if the player is not jumping or falling ^^
How to save the X and Y?
Just make an invisible gadget and set his X and Y for the same of the Player.X and Player.Y pos. Only refresh it when another check point happen to be used.