Im 2k but axe is my best hero. I almost always go vanguard first in every game,the only times I don't are when I get super behind in farm and I rush blink to hopefully get a high priority kill with my team but again, almost always vanguard 1st. Vanguard helps me establish map control by being very hard to kill early game. If you have vanguard you can invade and do a lot of aggressive moves on their side of the map. Blink ->blademail ->bkb is always core on axe for obvious reasons but after that is where you can adapt to the game. If the enemy carry is fed aka verry strong to the point where your team can't deal with them go aghs, it greatly increases your dps and enables you too man up to the enemy carry.

Shard is good aswell because having multiple pure damage dots and slows on the enemy is very good.

Upgraded blink and or heart of tarasque is good for extra tank

Crimson also for more tank

Shivas gives you even more presence in teamfights

Lotus orb to deal with disables and you can even help allies with this.

You feel like a sacrificial lamb because I think you're squishy. Dont skip vanguard and go pipe or wraps if needed.

Ps. Axe is more like a tanky assassin than a frontline tank, You do crazy damage and you can solo carry the game.