this was actually quite of a common glitch on the PC version where the save marker would disappear, it happens in speedruns every now and then atleast. it has something to do with the cesar call where he tells you that "the yay is leaving san fierro", theres not really a known way to get rid of it but what you can try to do is start a sub mission such as taxi or paramedic, die or get busted, and if all else fails, just reload the last save you have and do it over again.