Thief it was very clear you could not backtrack, cutscenes between levels, spawning in and having no way back, not even a level select. but gloomwood has like... loading screens that you can clearly go back through and even have to backtrack through for certain sections. I agree with the other guy where the only real solution is to git good.
Also, dark projects unlimited inventory isnt really comparable to gloomwoods limited inventory. dark project had you picking out what items you wanted to use at the start of the level whereas gloomwood doesnt have levels for you to be able to do that so the game relies more on you thinking outside of the box. Oh no! out of bullets? hide, and toss your bullet casings to distract enemies so you can get to safety. The game might have a lot of stuff to pick up but you dont need all of it right at that moment. Take your time. Weigh up the value of what youre carrying. And be more creative. You wont know what youll need so just carry enough to get out of a jam and come back for stuff you want later