So... this is not what I expected to read when I saw the thread title. Which isn't a condemnation, just an observation.

I had assumed you'd be focused on the fact we're lone wolf or small cell strike units at the moment. You know, like acolytes and Retinue to Inquisitors tend to be used. This is being offset some with the investigation and it's choices (being able to call in some IG would be nice once implemented. Possibly Arbites/gang scum too for verity?) which I do like.

But unless we just got the rosette and have zero resources to work with beyond the rogue trader who's ship we are on and the two magos supporting us... yeah this don't quite match the image in my head.

Which isn't bad, just means the title doesn't match what you are selling. And I very much like what we do have (especially since this is early stages!) here. Call me a fool, but this is the best equivalent to a video game version of Dark Heresy thus far in production.

To the OP and your entirely valid issues: I'm a ranged fighter by preference, but I've seen melee being ineffective myself. Sure, the ability to actually block some damage with a shield helps, but on the most tanky of characters (the only one we have access to right now while Assassin is being worked on.) it feels overwhelming trying to fight the hordes up close. Lots of running out of the way of a Dreadnought or other melee elite's big slam attack, where a dodge roll would fill nicely instead of showing my back to them every time. (And perhaps that'll be a matter of 'Assassin is the way to go for melee fighting')

I got very lucky and crafted a powerful set of armor early, so part of it is going to come down to getting a solid set of equipment, clearly. But Melee is being worked on, so I'll reserve judgement.

You're trying to play melee too early. Start with ranged and then switch back to melee after you get some tanking skills and gear. Melee is slightly underpowered compared to ranged, but only slightly. Even as melee the game is super easy. It's just hard to start as melee on a brand new character.

No reason to start over. The three things they have you choose between at character creation are just starting sets of gear. There's no actual difference.

at starting levels, almost any game looks same.

a bit later, your character will act as chariot of Juggernaut, destruct anybody and anything.

for example, i do not even collect grenades and inoculators refill cause never use that, and do not wear best equipment i have cause want more xp and glory :)

Can I ask what level you are in game? - I think the crusader is pretty much capable of stomaching anything if you build him into it and play sensibly. Can't expect a game that relies on progression to throw you in at level 1 being badass. There would be no point in collecting new gear and leveling up if you started off with the play-style you wanted to keep. 

As for having to click / move to avoid stuff, I think that will just come with the genre, maybe you can spec past the need to move out of the way of damage. But for the majority of players it's the only way to make the combat remotely entertaining, otherwise you would just stand still and shoot them one at a time.

- I would say wait till the game has some progression and more leveling added. You will feel more "capable" - But just for now remember you are the lowest rank / level within the game.