I guess you just head straight to missions. I don't have that kind of problems bc before I progress the story, I maxed my party. I suggest you always use darkness' bait, she's the most useful in the party for me, try as much as possible to protect the other 3. Kazuma is the main damage, use volley. Aqua for some healing and support for potions. Megumin, if you can and if enemy is 4, use explosion.