You can quit from the in-game menu and come back
Wo Long: Fallen Dynasty has some lengthy levels, some of which are even split up into multiple parts. Just as you reach the end of a path (only to beat the boss therein) you’re off to another part of the stage, technically in the same world map location. Just know that you can exit mid-level and be fine. Mostly.
You will want to save and quit from the menu, though
If you save and quit, you’ll be able to come right back into your save file in the same zone. While I was initially worried at first, I took the plunge and tried it multiple times. In all my tests I loaded back into the same general location, mid-level.
Just note: after zoning in and reloading a mid-level save, you’ll appear at the last main banner (checkpoint) you visited. Your current loadout and inventory will likely be the same, but you might be in a slightly different area, with less experience in tow (the amount you had at the last checkpoint flag). Note the image above, where I quit in the ravine, and reloaded back next to the nearby flag. Because of this, saving and quitting at a checkpoint flag is one of the best places to take a break.
Make sure you’re quitting from the menu properly instead of just turning the game off. Like other entries in the genre, Wo Long may not properly save if you sever your connection to the game. Manually saving will ensure that you’re good to go and will return to the same spot you left behind.