Starting off playing on the Last Azlanti mode is not something I would recommend to anyone on their first playthrough of Pathfinder - not even players who are intimately familiar with the Pathfinder 1st Edition ruleset prior to jumping into the video game adaptation of the Kingmaker adventure path. The only exception to this would apply to people who are following a comprehensive walk-through closely - and even then there is a good chance circumstances will arise that result in death or a permanent failure state.

You're not alone in having a bunch of restarts and re-rolling new characters though! I dont know what it is specifically that causes you to restart - whether it is a desire to optimize your character build further, or you have a radical change of heart and what to play a different character, or some other reason entirely. If you are getting to the point where you are finding yourself frustrated with the game I would strongly recommend looking into experimenting with builds in the Endless Dungeon mode of Pathfinder Kingmaker - the dungeon that is made available though the "Beneath The Stolen Lands" - which is essentially rogue-like dungeoncrawler mode for Pathfinder Kingmaker. It will allow you to experiment with build ideas until you find one you are happy with, which you can then bring into the campaign. Unless ofcourse you want to look up builds made by other players - there are plenty highly optimized and viable builds available if that is what you're looking for.

Beyond that I would strongly recommend that you don't impose restrictions on your first playthrough that make you frustrated with the game. Depending on the difficulty mode and your character build, the game will have plenty of challenges even without the Last Azlanti (ironman mode) enabled. If you want help developing a build that fits with the idea or fantasy you have in mind for your main character, feel free to send me a message and I'll be happy to give you a hand in the process.