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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Cairo Station is easily one of the hardest levels. Just keep using the noob combo and you'll make it through. I had a walkthrough handy when I did it, though I used it more as an advisory rather than a doctrine. I'd recommend doing the same.