You could have a zone set and call it Ex. Checkpoint, and when entering the zone, it gives you a history. Then once you die, or respawn, you can have it set to check if you have the history (Same history set for entering the zone). If it returns true that you have said history, then it will teleport you to the checkpoint.
Set Event script: Player respawns, runs script down below:
HasHistory [Zone name] [actor] [true]
Teleport [actor] [checkpoint coordinate]
When entering a new zone (Checkpoint) it will delete the previous history, then give a new history.
If any of this doesn't make any since, I can create a world that demonstrates this