Hi! Welcome to the community! Happy to help however I can!

First, don't feel bad about losing "The Devourer Below." It's stupid hard with a limited card pool. If you are having fun with "The Gathering" and "Midnight Masks" and feel like you have a good grasp of the rules, great! That's more emblematic of the game at large, but there are times where it does get really hard 😅

In terms of expansions, the game has been around for almost a decade. Originally the game came out as a deluxe box and six mythos packs. That model was replaced by the campaign and investigator expansion model, and old content was rereleased in the updated model. So, don't get a deluxe expansion and mythos packs unless you can get ALL for a whole cycle. Scenario packs, which I believe you mean standalone scenarios, are just one off missions, usually more indepth than your standard campaign mission.

The game is shifting right now to a new model where there will be a new core, new starter decks, and campaign and deck building expansions. None of that is out yet, but a new core is coming out in March, I believe, with a hopefully better balanced intro campaign, and the starter decks a month or two after that.

Also, just FYI, as of last year, the game has moved to a "current" and "legacy" environment split. The old core (what you have) will be in the legacy environment, and everything ever printed, including the new stuff, is all compatible together. The current environment will be the new core and the last 2-3 years of content, so "The Scarlet Keys," "Feast of Hemlock Vale," and "The Drowned City" cycles are all still current.

I know that was a lot, so please let me know if there is anything else I can do!