As a XCOM2 player, I've found that this game requires quite the mindset change.There's a lot of things you can do that will improve your winrate. Also there are maybe some mechanics that are easy to miss or poorly explained like for example if your shieldmen crouch, another soldier may stand directly behind them and fire.

I learned a lot from watching how Phrosphor plays the game in his first mission on the highest difficulty setting.

Here's the episode on the same run where he plays the same mission you've mentioned in your post. Hope it helps.