- What does armor knights having 4 movement and 1-2 range weapons have to do with each other? There's also how 1-2 range can hit through walls that are 1 square wide or allow units to not need to take a counterattack.
- What gave have you played? The aggro works fine for the games I've played. There's exceptions, like if an AI is program to not move, has a trigger that's base your unit's placement/turn count, or has a linked AI.
- Yes, those are things, but the first can be ignored depending on the game and use it to your advantage in the other ones, and the latter also works for you. If you know that pegasus are weak to archers, than keep them away from archers. And there are plenty of durable units, but it sounds like you throw everyone into deep into enemy line on the hardest difficulty without doing the math.
- In most games, enemy crit never goes pass 5%, so it's usually safe. And if all that took you out is a crit, than just do it again since all that stop you was one bad roll against you. Very often, your units have much more crit than the enemy
- You don't need to attack them on your turn. If you have a unit that can survive a round and do good damage, have them wait in range of the boss and let the boss hurt themselves in the counterattack, and either finish them off on your turn or have your guy healed before taking them on again. Range also helps, and might help you discover their weakness.
No idea what you mean by "rocket-taggy" but bulky units are a thing, you just seem to not have discovered them or property used them. Here's a guy beating FE6 using units with 0% growths, since it might help you understand how to play the game.