I'm not sure what the "official ruling" on that is. When I lost in playtesting, I just restarted that individual scenario as is.
If you want to play it "officially" my guess is that you can restart the individual scenario, but that you lose any units that died during it for the remainder of the campaign.
If you want to play it "officially" my guess is that you can restart the individual scenario, but that you lose any units that died during it for the remainder of the campaign.