You can backup the current state of the unit in WebUI as well as perform a snapshot there.
You can perform migrate export to get the objects and rulebase in a portable format.
You can separately backup Gaia config in CLI.
Good idea to download backups and snapshots of the unit.
The problem is that if the unit is failing to install the current policy, restoring it to the same state may not fix your issues.
Why not try TAC SR? It may be something simple they will be able to spot and fix in a short remote session.