How do I play X-Men mutant insurrection?

It's my first game of this type, I've read the instructions cover to cover several times and watched a lot of YouTube but I still don't really get it? It all seems to focus on what happens when you are winning, but doesn't cover much if you lose.

Assume just two players, so only two heros in play.

What happens when you don't finish a mission but it has a sentinel attached?

Do you still draw another mission and another threat card for the next turn?

Then you draw another sentinel? Do you draw another mission card so you got two on the go?

What happens if all heros go to a school card on the same turn and no one goes to a mission?

What happens when you start to turn cards related to the plot, do you still have to turn normal mission cards?