I need some more tips guys...
Well, there are plenty more tips in other threads, even some threads dedicated entirely to tips for beginners. You will have to do a bit of searching, though.
Here is one I remember:
https://openxcom.org/forum/index.php/topic,7730.0.htmlAs for answering the questions you posed here:
Enemy grenades are indeed a bummer. There isn't much you can do except keeping some space between all of your agents. Of course that isn't always possible and sometimes enemies will lob grenades even at lone agents. You will have to live with that.
As for smoke grenades, you can improvise. Scout drones and fire extinguishers can also generate a dense smoke screen (but smaller)! Yes, you heard right, fire extinguishers! In fact, I would consider this their main use. The reverse also works: Smoke grenades stop fires. One word of caution about smoke, though: It's no longer the all-powerful tool it was in vanilla and can even do more harm than good in some cases. Some enemies see right through it (thermovision stat), some will fire blindly into the smoke (in that case you were spotted by another enemy, or they are shooting at your last known location). Nothing beats solid cover.
Kevlar? That's indeed subpar in '98.
Helicopters are fine, though. In fact, you won't get much bigger transports any time soon. 6 agents can accomplish a lot, as long as they experienced enough...
Which might be your main problem. If your agents are as short-lived as you say, it's no surprise, that you are having trouble.
Remember, that you don't have to do every mission. Aborting even on turn 1 is no sin, if the odds are stacked heavily against you. The difficulty curve in this mod is not entirely linear and that is intentional.
Conserving the lives of your agents is all-important. That being said, losses are unavoidable sometimes. Dogs are cheaper cannon-fodder and also more likely to survive scouting.
Finally you can always lower the difficulty without starting a new game. Easily done by editing the save file. If you play on Superhuman, you deserve no sympathy.