Aggression tends to get me wiped pretty fast. Even 2 remaining enemies can potentially kill all 6 of my people as my last mission demonstrated!
I primarily use melee as it gets me the most money in captives but it seems to be far riskier than shooting or throwing Molotov cocktails. Rushing them in melee is suicidal, but camping doorways is the way to get captives it seems, very boring though. The most reliable way I have found to win a mission is to use muskets at long range (field missions) or shotguns in short range urban environments but then I don't get my captives, don't make any money and will presumeably lose the game when I fail to advance quickly enough
But in a tactical way
Also consider moving your melee gals to cover rather than the open. Then leave your long range gals in partial cover, it has some advantage, believe me.
Next is, I am not advancing fast enough, but enemies tend to succumb from my MELEE attacks because melee has a chance to pierce through armor( yes, believe me, I am also playing the 5th difficulty) than using explosives and long range guns. I also give specific roles for my gals, one is a sniper, one is for demolition, one as a medic, and finally a suicidal melee one, which is always wearing the TOUGHEST suit i have since melee guys are the frontliners while the others wear armors that grants higher tus and stamina