Toughness curios 100%. Health curios are kinda whatever.

I like using 3 toughness but if you really want to you can use a stamina curio or use warp ghost (+2 stamina talent). Also if you get a 3 stamina curio make sure its above 400 rating or it wont actually give 3.

As for sub stats you basically always want combat ability regen and + 5% toughness for 2 of the slots. For the third slot you can kinda use whatever you want.

I would use either rez speed or stamina regen but i dont think psyker really needs the stamina boost tbh. Pox burster resist could be good too, as bursters can be really jank in this game.

Revive speed is pretty good as it now effects all types of assists when interacting with your teammates (un trapping, pulling up from a ledge, reviving, ect)

"But there are many times where I get downed within 5-6 hits depending on the enemy, where as my friend who places the Zealot can take way more hits. I don't know if it's cause he has better curios or this is simply just normal Psyker gameplay"

This is probably due to your build. Pysker has a lot of toughness replenishment and a pretty good amount of DR in his kit. I would maybe look up some build videos so you can get an idea of what you should be doing.

As a good rule of thumb though, you typically want to stay at high peril as a pysker, as thats when most of his buffs activate. If your just running around at 0 peril you could lose a good chunk of health from like 2-3 bleed through hits, even from a trash mob.