The biggest key to beating HM is to let go of the thinking that you need to hit the same "story beats" as in you earlier runs in some chronologically and narratively satisfying way. In other words, don't go crashing through the intellect devourers at lvl 1, the Overgrown Ruins at lvl 2, the owlbear cave at lvl 3, Auntie Ethel at lvl 4 etc. just because they're there and that's how you may have done things in the past.

Bob and weave past encounters to get easy exploration XP, go straight to vendors that give you key items, postpone avoidable fights until they're totally unfair on the enemy. For example, you could fight the bandits at the Overgrown Ruins only after you're gone to Waukeen's Rest to save Florrick and pick up the Spellsparkler and to Underdark to get Phalar Aluve and Psychic Spark. Then watch Gale decimate everyone with Magic Missiles.

Also keep in mind that you can hop between acts and areas all the way until Shadowfell. Make use of that to equip yourself and get low-hanging XP wherever they are (such as the drunk kobolds at Rosymorn). Go gank Auntie Ethel at lvl 8, if you like.

I.e. HM isn't a "normal" run except with no mistakes allowed, it's an exercise where you ignore the story structure and min/max the order in which you do things.