For your first question, the save of no return is just that. The last save before the big ending. It's been a little while since I've played, but from what I can remember it was right around the big confrontation with SPOILERS :Coach Oleander. I'm not sure why your's would have just disappeared though. Are you using the computer version? If so I'm not entirely sure how that works so I can't help ya. If it's a console version maybe it was just a glitch or something?
For your second question, that also depends on which version of Psychonauts your playing. I don't think theres a cheat to let you go back to an earlier point in the game. But, I know the console versions have some cheat codes to get you all the medals and psychic abilities. So you could restart the game and get all the powers and stuff to help make it easier to get back to where you want to go. Or get one of those action replay things and download a save for the game. I would assume the computer version has codes for it too. And saves that you could download.
Check out Gamefaqs for all sorts of neat-o stuff. I'm sure they have tons of info and things to help you out. I hope that does something for ya.