What happens if you leave in between rounds of Snipers Vs Stunters (GTAV)

If you start a heist as host, then you have to do all heist missions, including all setups. You cannot skip any of the missions when starting a heist as a host. In your case, this will mean not doing the heist missions in order.

If you have used any cheats, it could turn the autosave feature off. If this were me, I would use the quicksave feature on the in-game phone then delete all other saves and restart my game.