Higher difficulties Solo Operations

I'm currently playing a level 10 vanguard; bolt pistol, combat knife (balanced) and the melta rifle and I cannot beat any of the missions at difficulties higher then minimal. I have horrible anxiety playing with strangers and would prefer to continue in solo. Any advice on how I can do the higher difficulties? Is there a better class for solo runs? I'm not terrible at video games but it might be a skill issue? If not and solo isn't an option for higher difficulties then I will likely stop playing

Edit: Thanks for all of the advice given. I have played multilayer and am having a much better time then expected. Still feel guilty about taking medipacks but all good. Thank you all again for the support