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It's nothing important.

There's one just before the last checkpoint, that might be the one you're missing.

Hi SlushieDee! This is a known issue that we're still looking into, we don't have a solution yet.

I'm afraid it's neither. None of those do anything, they're just for flair.

Hi Klagran! You should be able to reset your save from the main menu—which you can access either when launching the game or by selecting 'Exit' from the in-game menu while at the headquarters. From there, in the 'Options' menu, at the very bottom you should see a 'Erase save data' button which would let you restart your save file.