Return to the Boathouse
Drag William "B.J." Blazkowicz up off the ground and spend a moment searching the area. You won't have any guns for a minute, but you still have your trusty Pipes. When you're ready to move on, bust through the loose brick wall to reach the next area.
The path forward is entirely linear, so gather up some health and keep moving. Before you drop through the floor, be sure to have your Pipe (not two, but the full bashing version) ready. When you're faced with a Nazi zombie, hit it in the head to kill it. You're going to want to either bash or shoot all of the zombies in the head. They're zombies, brain shots are required to cause permanent death.
Tip: Try shooting a living soldier in the chest to kill him, then letting him turn into a zombie and attack his buddies. Saves bullets.
There are no tricks here, just keep going the only way you can, bashing Nazi zombies in the skull and picking up any loot that you might find. Pass through the kitchen and back into the yard that had the dogs in the previous chapter, wrecking the undead and making your way through the tunnel. Clear the debris that blocks your path, then kill everything in the room as you rush to save Pippa.
Be sure to grab your guns out of the chest, then head up the stairs and carve a path through the flaming zombies that stand in your way. We found that the Shockhammer was best for this, as you can hip-fire to score headshots and push forward. When you come to some (wait for it...) flaming Nazi zombie dogs, shoot them in the head as well.
When you finally make your way out of the building you'll need to turn left, approach a wooden door, then shoot about two dozen zombies in the face when they break through. We actually went with the Assault Rifle here since we score faster kills with it. After pushing through the winding halls past the door, you'll eventually come to the boathouse. Jump to it and complete your objective.
Find Annette and Kessler
It's at this point that you'll get your hands on the Sawed Off Shotgun, which as it turns out, is a great weapon for killing zombies. The only drawback is the two shot limit before you have to reload.
Exit the boathouse and follow the same path that you did during the previous mission, killing any zombies that are (quite literally) raining down. When you're satisfied that the coast is clear, which it very likely isn't, jump in the water and swim to the ladder just past the stone archway with the broken iron gate.
Reach Annette and Kessler
Look for the section of the wall that you can climb with your Pipes, then do so. When you reach the top, turn to the right. We went left twice, and both times it ended with Hand Grenades in our back pocket.
After dropping through the hatch in the floor, take cover right where you land, keeping all of the living and undead Nazis in front of you. Try to kill living Nazis with shots to the body, this way they will turn into Nazi zombies and murder their former comrades. You're even going to have to deal with a Heavy Soldier or two, and this is best handled with your Bombenschuss. Shoot the tanks on their back to make them explode.
When the room is clear, pick up all the goodies you can find, setting your quick-swap options to your Sawed Off Shotgun and Assault Rifle. This gives you both long and short range options, which is a good mix if you're in the zombie killing business, which you are.
Move to the far end of the room and go up the steps on the right. Keep following that path until you have to slide under a bent metal bar, then do so to drop into the next area and kill the zombies that are after Kessler.
Help Kessler Through the Blocked Doorway
Move to the blocked door and interact with it, allowing Kessler to sneak through. When he's gone, look to your left and try to shoot the zombies that are after Annette. Eventually you'll have to zip-line over to her and deal with the problem up close, which should complete the objective, or at least give you a new one.
Follow Helga to the Old Town
Gather up some supplies and open the door that's marked as your objective. You'll see another objective a short distance away, and this is called the Laderobot. Make your way over there to complete the chapter.