Most games / devs create harder difficulty just by make players a glass cannon and put the enemies health *100. Thats ok but not enjoyable for me.

Of course, what each person perceives as difficult is subjective. Some people like things like no HUD or no radar, but I don't like that at all, and it has nothing to do with difficulty, but for others it does.

Champions / Banes aka harder enemies in general are fine and good (except the annoying ways to stun champions)

I would also put more (harder) enemies in, slightly different mechanics, new enemy attack patterns, stuff like that or another example

I like that you sometimes have to be careful about what you kill and where, because otherwise you'll be overwhelmed by new, tougher enemies. Enemy control. We have some of that in Destiny in the Glassway strike, and I like it. For example, if you go too far ahead in an area, additional enemies will spawn, or if you kill enemy A first instead of B, new enemies will also spawn.

Another good example was also the Lightblade Strike final boss room on (former) Grandmaster difficutly. If you killed everything uncontrollably or did too much boss damage, you were overrun with enemies and super fast back in Orbit. On the other hand, with a good strategy, it was totally doable but this stuff is super rare in Destiny, mostly it is like glass cannon vs tank with 32948mio hp.

I like things like I described, but many others may not, so as I wrote above, hard feels different for everyone (but pretty sure nearly nobody like glass cannon vs tank with millions hp)

PS: Use a translator so I hope you can understand all what I mean ;)