There is a secret location you can hide which is hard for enemies to find, and impossible for them to grab your weapon if they shoot you. It is hidden below the bridge located in lower Vertigo. What has typically an invisible wall that instantly kills the player is not there, and as a bonus players blend into the dark environment preventing enemy players from seeing them.
It is a lot easier to work out how to do it following a video guide, but I have provided an image and text instructions below this video if you want to follow along step by step. Here is a YouTube short showing the exact location and how to do it on the SlyJesse YouTube channel.
Lower Vertigo with directions to the hidden saving spot
Starting from T spawn, start running forward and turn right to head towards the bridge in Lower Vertigo.
Jump onto the right side rail of the bridge.
Fall but aim to continue moving towards the wall as if you were to cross the bridge normally.
Aims to land on the wall behind the steel beam. The location is a red square on the map image above.