2. Are there permanent upgrades I can get? No amount of button switching, aiming assist, or daily practice is going to improve my raw skill. If there's not some way to start each run with more health, armor, or firepower, then I'm never going to advance.
As you progress, you can unlock a slew of new upgrades and weapons. But the caveat is, outside of the first time you encounter them, that just means they're available to be picked up on your next runs through item fabricators and drops.
There is a permanent currency, Ether, which will let you buy some upgrades on a new run, but that's not something you can rely on if you die a lot because no actual gear or stats carries over. There are one-time use revival spots you can activate with Ether, too.
Once you beat an area, you will also unlock short cuts that let you skip that area on your next runs. The caveat here being that you also miss out on any upgrades from there, although you will get boosted Proficiency to match the area.
You mentioned dying to lockdowns, those tend to be due to optional encounters. Avoid the golden doors. Do not engage with the corpses of other players. Do not fall down the cracks in the floor that lead to bonus rooms. Those all have the potential to lead to much tougher enemies that can easily wreck you.
Do keep an eye out for statues with glowing yellow eyes. Free extra Silphium.
Certain weapons will also undoubtedly help you. A Tachyomatic Carbine with Leech Rounds is as close to an Easy Mode as is possible in Returnal. While there are much more effective weapons, the healing and ease of use of the weapon helps a lot if you're struggling.
At the end of the day, though, Returnal is a rogue-lite bullet hell shooter. There's no escaping that. However, in my experience, the game does get easier as you progress. So if you can make it past the first area, it's more likely than not that you can finish the game.
As for the story, I think it's quite good and worthwhile, however, it is nothing like Horizon or TLOU. There's a lot of mystery and room for interpretation, and merely beating the game once will not give you all the answers (such as they are).
If that sounds like too steep a hill to climb, it might be best to just watch a summary somewhere to sate your curiosity and move on.
Edit: Co-op might be another possibility. If you're playing on PS5, send me a PM and we can see if we can set something up. Haven't played it in a while, but I'm always up for more Returnal.