Of course, once I get there I went everywhere except where they tell me to. That’s just a given. So I found and killed the “boss” guy. Don’t remember what he was called, but once you walk towards him you get stuck in a blue forcewall just like any dungeon boss. I beat him, cleared the warehouse, cleared everywhere outside, cleared the other warehouse where I wasn’t supposed to go. No I go to where it says, clear the first warehouse, find the papers, go to the second. It’s still empty, I grab the clipboard. Go to the third warehouse. It’s still empty, but now the mission doesn’t update. I’m standing at the missile crate and it still says “Search for the stolen rocket shipment”. So either don’t let us do things out of order or have the mission be intelligent enough to realize that we did.
Dropped mission and exited. Everyone respawned when I came back.