As you know, Zombi automatically saves your game upon death, and does not feature multiple save file options. This makes practicing sections very tedious, as in order to practice the end game, you would have to play the whole game in its entirety. What you can do is save your game at specific parts of the run and quit the program.

1. open C:\Program Files (x86)\Ubisoft\Ubisoft Game Launcher\savegames(gameID)\1812
2. Copy all files here into a separate folder and label that folder accordingly
3. When you want to go back to that particular save, delete everything in that ubisoft folder. Then copy back the game saves you copied earlier.
4. Restart the game