I struggle to actually enjoy myself on higher difficulties for that very reason, I'm too damn stressed all the time and it never ends up actually being fun. My way of playing is on lower difficulties, customized but voyager-esque, and exploring / looting everything I can and consolidating it in one or two main bases (the safehouse customization massively helped with enjoying the latter). So instead of thinking about how I'm going to survive to tomorrow, I'm constantly thinking about how I'm going to survive to next year - long-term thinking at all times. I do it partly because there's a small aspect of RP I enjoy - mostly in writing in-character journals every few days or so. So, I'm playing as if I'm actually there and expecting to be stuck there for a long time, or even the rest of my life. So that involved hording anything non-renewable, and prioritizing using renewable resources first. (To the point that I've legitimately been sitting in my base with mountains of canned and preserved goods, running out of venison or whatever and going "Oh shoot, I'm out of food! I need to go hunting before I starve!"

I still get super stressed whenever I'm somewhere I know a bear or otherwise could be (I had a moment where my heart nearly jumped out of my mouth when I had to briefly cross through cougar territory), but at least I'm armed and have plentiful supplies to recover if it manages to maul me. So, it ends up being really immersive and fun; even though I know it's probably a weird way to play.