I was in a Level that the master alien comes out of the earth.
Few areas further i died and restart it at the checkpoint.

first then blackscreen i closed the game with alt+f4 and then i started
the game new an then i was at a level that is before i and psycho
drive with the train into the trainstation.

And all my settings are also gone.

I had a crash similar just after the train but it just froze needing hard reset. Then when I started up the game again, it was as if i was playing it for the first time asking me for my brightness and all my control settings back to default. I did still have my save though.

Thats actually the chapter called The Root of All Evil of this game. So you can simply copy paste the save game file of Crysis 3 of this same chapter in your save location from here - http://gamegifted.blogspot.in/2013/02/crysis-3-save-game-for-pc-download-with.html