SULFUR: How to Handle Death in This Game?

The problem

I'm trying to get past town, but Im stuck. I keep getting these stupid deaths, and then when I do I loose important guns that were carrying me through the game. Then, Im stuck grinding out caves for 9000 years until I get ok guns again, die stupidly, and then the process restarts. Is there something I'm missing, or am I just experiencing a skill issue?

What players suggest

Death can be punishing in this game. The go-to way would be an insurance. Works like an attachment that gets used up when you die, but keeps your gun. They're not cheap, though.

Why not just change the difficulty? It doesn't change how hard the enemies are, it just changes what happens upon death. Try playing on medium are even easy. Hard makes you drop everything, medium makes you drop what isn't equip, and easy I'm sure makes you drop just money.

... I didnt know there were other difficulties lol. I wish I had, otherwise I wouldnt have chosen hard! Can I change it now, or would I have to start over?