Ah, but this is xenonauts, nothing should work
The thing is, what makes this game so infuriating is what makes it so great - the whole thing is completely unfair. It does asymmetric combat like nothing else - the only advantage you have is, well, you. You've got to be tactically smart enough to overcome the odds, which means if you make a mistake you will get punished, especially on the harder difficulty levels. Watching tutorials will never teach you as well as your mistakes. Everyone develops their own slightly different play style that works for them - I don't even use shields any more, let alone vehicles. Jumping in at veteran is definitely not recommended, learn the game a bit on normal first so you're starting GC with some knowledge of the pain that's about to come your way and it'll help a lot.
Oh, and take a night mission some time, they take the GC intensity and turn it up to 11