Trouble with Borderlands 3 aka am I playing this game wrong?

folow claptrap's advice 👍

There's no way your supple and delicate body can survive a showdown with enemies unprotected.
Look around for a shield!

btw, once you get used to your build and get nice gear, it's way easier than bl1-2. if the game seems too hard, maybe you're forcing your character to be played in a way it doesn't work.

View attached image.

Zane is a difficult character from my understanding, a friend of mine first played as him and gave up a few levels in and instead, played as the beastmaster and ended up enjoying himself a lot more

b3 is more weaker and worse than 2nd.

Maybe it's your equipment? At the beginning you either need to be cautious with your health or blast enemies before they shoot you. Besides, I relied too much on that Badass Token system from previous games (which is game breaking in my opinion) so starting the game from the scratch was unexpectedly hard for me, but now I'm lvl 11 and 1-shooting anemies with my shotgun.

I thought Zane was supposed to be good because he gets 2 action skills while everyone else just has 1?

I'm playing Zane too.
I'm still only lvl 16 normal mode but the way I see it the problem with Zane is that he's a mid/end game character.
Most of his skills are kill skills so unlike other characters at the beginning you get very few permantent bonuses (undercover tree).
The more skills the better it gets because you'll start comboing kill skills: just think about synchronicity being buffed by six or seven kill skills triggered by seein red (plus the buffs of all the kill skills of course).

And to answer the two action skills instead of one, if you use two not really impressive skills you cannot use nades so for now I use only one, but when I'll hit level cap I'll use two because as soon as one expires I can use the other and trigger again seein red.