How to live on a legend? (XCOM 2)

I played here in XCOM 2 War of the Chosen on the legend, but I just can’t figure out how to legally survive in this game? Some kind of big imbalance. A couple of points: you sit behind half cover = hit from any distance, I understand, but how to move if I don’t have full cover on the way? Okay, this was such an incident that, standing behind a full cover for 20 cells from Sectoid, this hard worker of the most honest rules simply gave one shot from the spot directly full cover in front of him and simply whipped the fighter to full hp, and added a crit. Also, the help that spawned behind the wall (there was another cage before the wall, the square was exactly in the middle of the tunnel), eventually spawned in front of the wall (very convenient, by the way), which gave an instant reaction to my fighters (instead of running around it in one turn but don't do anything right away). So, I had a question - how, bitch, live in this hell? How in general can you play the game on the terminator without death if the game does not play by its own rules and the correct game is punished in the same way as the game with errors?
Ps - Sectoids also take control when they do not see a fighter (because the fighter is standing behind the wall and does not see anyone).