The Kunlun Nymph is an NPC found in the Peach Garden she grants entry to Kunlun Mountain and she saves your progress if you choose Break in the prep screen. Scenario Shift and Reincarnating to other factions will not remove your progress in Kunlun Mountain.
Actions
Climb the Kunlun Mountains
Start Kunlun Mountain from Stage 1.
Resume
Continue Kunlun Mountain from your previous break point.
Use Noble Visa
Consume a Noble Visa to restart at the highest stage you reached, max Stage 100.
Item Exchange
Exchange Old Coins for various Weapons, Gear and Consumable Items.