Does the insane difficulty have to be done in one sitting or can you exit the game and come back latter where you left off?

[MarcusPunisher]

What the title says. The reason I'm asking this is because of backing up files in case of a screw up, but that can only be possible if you can exit the game. 

[FilmFanatic]

If it was that easy the rarity would be a lot higher. It has to be in one sitting. Insane difficulty is permadeath. Just an FYI, there is a guide on this website (has been for nearly 7 years) and it does answer your question.

[snakebit10]

There is no saves. So you can't back up your saves.