:( Depressed now. I loaded up that save and was standing 2 spaces away from 6 demons, and they were all standing around a barrel. It was a fairly enclosed space too, but I tried to run directly away. Two former humans got in the way and I got surrounded. When I tried to clear an escape, I blew up the barrel and one of the former humans fragged me in the aftermath.
Oh well, I think we all know the RNG actively hates players anyway. Back to the drawing board.
As to inventory, I've been relying on a shotgun early game to kill demons, but I'll try an shotgun-less game post Arena next. I've definitely noticed a fall off in shotgun dmg late game without MAD. Once I got MSs I could even reliably put down lost souls in 2 shots, even with their high bullet resistance.
The large stockpile of rockets I was packing was designated for The Wall. I hadn't got there yet, and I knew I'd need alot of rockets. I generally carry the Missile Launcher you find there, plus 3 stacks of rockets.