If you die in Dead Island is there a way for you to get out of the mission you are playing and return to free play without having to quit to the main menu?
Most missions, you can complete at your own pace. Few missions, and I believe those are escort missions, have a fail condition that resets you back to its location if you try to "return to free play". If you've already begun an escort mission, I think that you may be stuck in it until you complete it. You could try selecting a different mission in your mission log, but I don't think it'll help.
I don't think that quitting to the main menu allows you to "return to free play" either. That option is more of a "take a break from or never play this game again" option.