An alternative way to fix that could be to cap how much damage one unit can take per one shot, so getting close with a shotgun could deal more damage, but you could still design it so they wouldn't die in a single weapon use.
Yeah there are definitely other, maybe better, ways of handling it. I think mostly the problem is not having adequate options/tools in the beginning for all situations.
I've planned to add some light crafting for guns so you'd be able to for example find a crafter and you could buy a mod for a gun. Also thinking about having a slot for a usable item that could do a lot of different things, but I'm not sure about that one yet. And improve how skills work a bit so they're more impactful.
I can really see why a lot of these types of games go the early access route because balancing can really make or break how fun the experience is. DDs have proven to really useful.