I'm in the middle of Cairo Station. Frankly, it isn't fun in the slightest. Elites are near impossible to take down, owing to the fact that they can kill you in one burst, immediately run into cover when they get shot and take more than an entire BR clip to just knock out their shields. Unless you are using a pistol+plasma pistol dual wield you won't be able to knock out their shields and headshot them before they can get to cover. AND THIS IS THE FIRST MISSION.
Thoughts/help?
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Yes, very possible. Get duel plasma repeaters to take them out. It's frustrating at first. Plus at the top where the boarding craft land there are few grenades, if you have grunt apocalypse skull on as the come out of the boarding craft that also helps. But as a rule of thumb that isn't the best skull for most of the campaign.