In HL1 single player there are many triggers, where game tries to make autosave, but there's no such places in training room. Even on changelevels game won't save, and if you will die e.g. in the end:
if you haven't autosaves at all, you should start training course all over again;
if you have autosave from main HL1 story, it will loads.
In HL1 single player there are many triggers, where game tries to make autosave, but there's no such places in training room. Even on changelevels game won't save, and if you will die e.g. in the end: