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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Indeed it's possible, slow and steady will win it. Try the good ol' "noob combo" with the elites. The sudden breaking of their shields causes them to throw a little tantrum for a second or two, allowing for a quick BR to finish them off. Be weary of the flood. If you see one running towards you without firing, try and pick a headshot quick, otherwise they'll say hello with their 12 gauge..over and over again..