I don't think there's a way. Never found it, anyway.
And I would have loved a save feature : In the hospital level, I played 1 hour straight to complete a difficult side mission, only to have a mandatory character get frightened by accident and flee at the last minute. When I retried that same map (I wanted to unlock the same side mission), I failed again after 1 hour and 8 minutes, because the game glitched and stopped working....
I love this game, but it can be horribly frustrating at times.
I understand the design decision, though : The game actively encourage you to retry older missions at any time to get a better high score (which gives you gold for upgrading your ghosts), or to beat a side mission to unlock a new team member. This allows you to try dsifferent teams, different powers and combos, in a familiar environment. It adds to the length of the game without feeling "grindy".
Allowing the player to save ingame to get the "perfect" playthrough would undercut the interest of the "high scares" mode, and considerably shorten the game.
But yeah, frustrating. ^^