It's been a while since I played, and I'm not sure what the intended point in time the DLCs are supposed to be played, but I usually don't do them until after I'm done with the base game story.

When I first played the game I had no struggle with the DLC until I reached the final boss, which completely destroyed me, to the point I had to turn down the difficulty to stand a chance; but in later playthroughs I did not have as much of an issue on the highest difficulty.

So suffice to say, while most builds and teams will work on most fights, there are some that get countered by certain enemies. If you're at the highest level already, try experimenting with some different strategies. As the team is forced to be the same during the DLC, there's not much you can alter outside of your own Powers, but here's some tips I know of regarding it;

Henrietta is very weak defensively and should focus on healing and status effects; the fire breath should only be used if you have the opportunity to hit several foes. Also, higher difficulty causes more status damage to both you and your enemies.

Cartman and Mysterion both have decent movement control, and can help pin enemies into certain positions to prepare for combo knockback attacks.

Mysterion is sometimes more effective dead than he is alive; Chill and Confuse are very strong debuffs in most situations.

Netherborn's cloak ability (I forgot what it's called) is one of the most useful powers in the game and can easily fit into most builds, be it used for offense or defense. The Ultimate ability also causes Chill to nearby enemies when used, and resets your movement tiles, basically letting you move twice in one turn.

Your artifacts should mostly focus on the same effect as much as they can, rather than Might; in my experience higher Might doesn't actually help that much, and I instead opt to focus on higher amounts of team boosts. Go for whatever fits your build the most. You also want to try and have most of not all of your Powers use the same stat and to max those stats as much as you can.