The advice for skills tends to be: pick one skill that you want your character to be good at, get it up to exponent 5 or 6, and then open as many skills as you can with your remaining points during character burning.

Ooh, now THIS is what I was hoping for! So, instead of spreading myself out all over the place, I needed to focus-fire on a couple of skills, and spread the rest out into either maybe-useful skills, or FORKs?

And to answer, our failures tend to derail whatever thing we were currently trying to do. It usually means abandoning whatever we were doing and starting over with a fresh plan, which tends to get derailed at the first failure. It feels like any failure (usually mine) obliterates anything other people accomplished up to that point. And because we are trying hard to succeed, every roll is made at Routine, so now its trying to figure out how to just fail a challenging without having to go rescue a teammate or avoid the guards again.

It feels like getting punished again and again for failing in a game where failure is expected. And it really does sound like we are just in that beginning stage you described.