You can skip levels already using the shortcut NPC (have to find him in the dungeon first). Unlocking shortcuts require bullets, blanks, hegemony credits and a Master Round. All of which can be gotten easily with the trainer as it is.
Master Round requires a no-damage kill of the boss of each floor.
You can skip straight to the 5th floor once unlocked.
Devs already said that they are working on a save feature.
And I cannot test the trainer right now, too busy with Dark Souls 3 :v