Had some hard missions due to a lot of enemies but managed to do most of them. Only had to run from Spiked Boars Follow the Zombies? Is that the mission where you meet infectors for first time? If so I did it without much trouble - most zombie missions were fairly easy for me... The one where I met Vampire Knight was some mission with Army - there were a lot of soldiers fighting zombies
I am also playing only on veteran level
Veteran is the third difficulty level, right? I think you were (un)lucky enough to have a rare "terror mission" variant where civvies of three different tiers (civilians, police and military) fight against monsters. I only had like one mission so far, so I don't know what can happen here. Clearly though units of high-tier can show up, which can complicate things a lot.
On the plus side, if you can defeat Knights, you can defeat anything below that level monster-wise.
Boars are easy once you get proper anti-piercing armor (aka the Armored Vest outfit and later the Alloy Vest). Also, incendiary grenades and fire in general works against all monsters, including aliens.