It seems everytime I hit a lamp or the Doll I have to save every single time if things like this become a problem.

It's a bug I don't know can be replicated. I don't even know what caused it or if it's specific to this spot. So, in the Derelict Building, the enemy with the saber that's ahead of the enemy in the wheelchair, I killed him, dropped bullets, picked them up, and then I was stuck. The screen didn't freeze completely, I could hear the sounds of the game going, could rotate my camera around and switch items. But I could not exit the screen telling me I picked up this quicksilver bullet, could not move, attack, enter the menu, nothing on my controller or keyboard would do anything except rotate the camera and switch between items I could not use. I had to press the Windows key to the OS screen and force close the game that way. 

And now I have to redo some progress I lost. Before that I had died to Gascoigne and was running through the building to the elevator to get back, or, at least that was what I tried to do. My last save was in the poison sewer and I had to get the sewer key and shotgun again. Need to open the path to Gascoigne and the elevator shortcut again too, I don't remember if there was anything else that I missed besides the item grabs on the paths I need to open again (hope I got everything pertinent in those sewers).

What could have happened here? I can't imagine this being a common bug but it's a bug that's there that's triggered by...something. So just a caution to everyone to save as often as possible so you don't get set back too much if something like this happens to you.