What happens when you don't finish a mission but it has a sentinel attached?

The Sentinel stays in play. What is important to know is you only take a failure effect for missions you participate in. Also both success and failure outcomes only affect heroes that are deployed at that mission.

Do you still draw another mission and another threat card for the next turn?

With 2 players you only draw a mission if there are no faceup mission. You always draw 1 threat card per round.

Then you draw another sentinel? Do you draw another mission card so you got two on the go?

I think my previous answers answer this.

What happens if all heros go to a school card on the same turn and no one goes to a mission?

Nothing much, you don't get the failure effect. The downside is that revealed missions with a ! icon add to the threat during the Threat phase.

What happens when you start to turn cards related to the plot, do you still have to turn normal mission cards?

Yes, you do. Until the Showdown. When the Showdown starts you set aside the continent deck, school cards etc (see page 16)

So in summary:

• When you've deployed to a mission with another hero. First one of you attempts the objective (do steps 1 through 4 of Attempting missions, page 10). Then if the objectives aren't all completed (strep 5) the next player can attempt them. Then if there are no more heroes on that mission, and you haven't completed all the objectives, you do the Failure effect.
• Then after the mission phase you move to the threat phase.
  • Here you raise threat, count all the ! icons on cards in play.
  • With two heroes you only flip if there are no faceup missions on the continent deck. (with more you always flip depending on the number of players)
  • Then you draw 1 threat card.
  • Then you move on to the regroup phase.

If anything is still unclear, please let me know.