I have heard that The forgotten age is pretty difficult. I played it recently 2 handed solo, had someone die and then both investigators die in the next scenario (can't remember which exactly).
So are you doing something wrong? probably not, it's just poorly balanced. I would recommend "cheating" - the recent rules have "boons" which are modifications to make the game easier. For example, one boon lets you choose one card for your starting hand, another lets you have one additional move action per turn, another lets you ignore an autofail once per game - which i kind of do anyway, sure the game is "balanced" around it but it's simply unfun for me to commit half my hand to a test and then lose.
The game is supposed to be fun (I think) and sometimes it and it's fanbase forget that.
Anyway, I definitely feel you on not wanting to continue, I had a similar experience a while back on a different scenario where I lost and was killed part way through the campaign. I dont have the time required to replay all that to make it "fun".
last thought, is that the game really wants to surprise you with the scenarios but simultaneously wants to reward you for knowing what will happen so theres some real conflict there imo.