This is written based on over 50+ mission completions, all captures and yes I play on nightmare difficulty all the time, it's not that difficult. The current state of the game has 5 specimens.

What to upgrade/purchase first

1. Suit: STAMINA
   
2. Tools: Shield & Upgrade (Max)
   
3. Suit: FLASHLIGHT
   
4. Tools: Threat Detector & Upgrade (Max)
   
5. Suit: ARMOR PLATE
   
6. Tools: Health Injector & Upgrade (Max)
   
7. Ship: Ammo Crate
   
8. Ship: Healing Station
   
9. Ship: Containment Cell
   
10. Tools: Mini map & Upgrade (Max)

Suit:
Stamina doubling your stamina is absolutely a must have once you've been spotted. It is strong against any specimen.
Flashlight the extended flashlight helps with ventilation areas in crew quarters and is essential for the new unstable power modifier, it's also great when searching for interactable items in dark areas or weapons when the beep modifier is chosen.
Armor Plate is far too expensive for what it offers, combine stamina + shield + threat detector you should not be getting hit unless you happen to be lagging a lot. Armor plate does nothing for insta-kills. In my opinion we play with the odds and obtain others first.

Tools:
Shield: is by far the most useful tool in the game, it will protect against insta-kills including last ditch efforts. Can be used with weapons other than during reloads.
Threat Detector: 2 major threats that can catch you off guard is the octopus and the robot. The scorpion being easier to spot due to the venomish-like drops under a vent. Threat detector can be extremely useful on extract the data contract when moving back to the shuttle it also allows you to pre-emptively setup rather than depend on sound which is not always accurate and is unreliable for the 2 threats mentioned above. The Threat Detector is great for speed running it allows for players to create a time gap to get objectives done before the specimen returns.
Health Injector: Second worst tool in the game, with stamina/kiting + shield you wont find much use out of this. Yes it heals and cleanses the virus when stung by scorpion but the scorpion is so easily counter-able all you do is look at it when it's inside the vent to scare it away or use shield when fighting to deflect the stinger. Once you've fully upgraded armor plate there is absolutely no reason to ever use this, there's plenty of healing stations. This tool is so unreliable that not everyone uses comms and there is no way to tell what player HP is because there is no party HP hud.
Mini map: This is the worst tool in the game, the mini map should be integrated in the player UI. It completely hinders the experience as it offers no utility for the team. You're better off learning the map layout without it. The mini map also has the worst upgrades, the radius increase for example when standing at central hub it can see as far as the crew quarter rooms, captains cabin and the server room location. That is not enough information to make it useful.

Ship:
Ammo crate is the most useful because there is already a healing station near the shuttle dock
Healing station not necessary until you get captures, helps with learning/resets. The shuttle is too narrow for full teams so it's not that great for kill contracts.
Containment cell is current end-game you shouldn't be buying this early. (Progression pips appear to work even without the containment cell unlocked yet)

Extract the data: This is where your early games should be until you unlock a few tools.
Kill the specimen: Have at least 2 tools unlocked before proceeding.
Capture the specimen: You should have everything unlocked/upgraded by this point.
Destroy the area: a complete waste of time, you can play it once but then never touch it again as it offers nothing beneficial compared to the other contracts. Also during the engine overload sequence there are 2 locations on the path back to the shuttle that the specimen can completely insta-kill you if you do not have a shield. This contract favors octopus and the robot, the robot having a high kill rate on this contract so if you do play this contract all players should bring a shield.

You can often make a descent play with respawn capsules by being stealthy and or creating distractions. (Trade deaths for relocation)

Credit interactables are currently not worth it, might be useful in the future for paid ammo/heal modifier. Hard drive disks I'd pick those up if you see em or don't it's not that significant. Contract completions are more than enough for progression currently.

1. Shotgun / Laser gun
   
2. AR / SMG
   
3. PISTOL / Flamethrower
   
4. Frost gun, Electrical gun

Shotgun is the best weapon in the entire game and that's because of the knockback it provides. Laser gun also does this but is not always available. The other weapons don't even come close, the AR and SMG have terrible recoil/sway/spread and the damage hardly make up for it. You'll have a much more enjoyable time with pistol + canisters than playing with the AR / SMG.

Weapon combinations to kill specimens

ID_006: Octopus
SOLO: Shotgun & flamethrower
[P1] Shotgun & SMG
[P2] AR & Flamethrower
[P3] Laser gun & SMG or shotgun
[P4] Shotgun or AR or SMG (Optional: Electrical gun)

Flamethrower when octopus fakes death, optional SMG to increase the chances of flee mechanic due to rate of fire.

ID_007: Ghost
SOLO: Shotgun & frost gun
[P1] Shotgun & frost gun
[P2] Laser gun & AR
[P3] Shotgun or SMG
[P4] Shotgun or SMG or AR

Do not use flamethrower. Ghost is so low to the ground and mobile you're better off using SMG to dump as many bullets as you can before ghost takes ethereal form.

ID_008: Robot
SOLO: Shotgun & laser gun
[P1] Laser gun
[P2] Shotgun or SMG
[P3] Shotgun or SMG
[P4] AR or shotgun

Do not use electrical gun. I prefer SMG over AR because the robot is jumpy. If you're being chased a SMG bullet dump seems more efficient. AR if not being chased with clear LOS.

ID_009: Professor
SOLO: Shotgun or Laser gun & electrical gun
[P1] Electrical gun & SMG
[P2] Laser gun & SMG
[P3] Shotgun or AR
[P4] Shotgun or AR

Allow clear LOS for laser gun.

ID_010: Scorpion
SOLO: Shotgun & flamethrower
[P1] Electrical gun & SMG
[P2] Laser gun & SMG
[P3] Shotgun or AR
[P4] AR or shotgun & Flamethrower

Use electrical gun then damage burst before it escapes.

From hardest to easiest in general

1. ID_006 - Octopus
   
2. ID_008 - Robot
   
3. ID_007 - Ghost
   
4. ID_010 - Scorpion
   
5. ID_009 - Professor

From hardest to easiest to kill

1. ID_006 - Octopus
   
2. ID_009 - Professor
   
3. ID_008 - Robot
   
4. ID_007 - Ghost
   
5. ID_010 - Scorpion

From hardest to easiest to capture

1. ID_006 - Octopus
   
2. ID_010 - Scorpion
   
3. ID_008 - Robot, ID_007 - Ghost, ID_009 - Professor