Nemesis: Lockdown
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Must I survive the final checks for an objective that says "Finish the game with..."?
Yes. The objective counts only if your Character is alive after the Contingency and Contamination checks. A player wins only if their Character survived and the Objective was fulfilled, so sending the Signal and then dying in the Facility's destruction does not win. Co-op Send the Signal objectives are the reported exception: once the Signal is sent, the sender need not survive.