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DOOM: The Dark Ages has entered early access, and for those wanting to complete the game at the notorious Nightmare-level difficulty, I have a few tips and tricks to make the adventure a little easier, or at the very least make the learning curve for you a lot shorter.
The Dark Ages has taken a step back from Eternal and introduced several new mechanics that you will need to familiarize yourself with to fully take advantage of the combat loop, which is completely necessary if you are intending to complete the game on Nightmare as you will not be able to take a lot of damage before dying.
The Shield
Everything in DOOM: The Dark Ages revolves around being able to fully utilize the mechanics of the shield. There are three key mechanics with the shield you will need to pick up on to stay alive at Nightmare, and they are: shield dashing, blocking, and most importantly, parrying any green attacks. Shield dashing and parrying are the two main mechanics, and you will want to use the dash to get in quickly to deal a lot of damage to a stronger enemy and then use the dash to get out.

Parrying is quite simple, and the window for a successful parry is quite forgiving, so you shouldn't be missing very many of those. You want to be parrying any attack you can, as it slows down time briefly and adds a few invincibility frames, which, when used effectively, can be the difference between life and death.
Your combo should play something like this: Strong enemy spawns along with a bunch of fodder enemies around. Deal damage to the strong enemy at range with a weapon of your choosing, lighting up any fodder enemy that gets too close while also sprinting around the level, shield-dashing to whatever enemy you can for repositioning and health.

After the strong enemy has taken enough damage, dash in and melee attack three times and, if you can, shotgun blast it up close for extra damage, then execute it. If they aren't available to execute (purple outer glow around the enemy) by the time you have dashed in, melee attacked, and shotgun blasted it to the face, your dash will be back up and ready for you to target another fodder minion for a retreat and reposition. This is essentially the entire combat loop.
Enemies
At Nightmare, you really want to be picking your targets effectively and intentionally. Take out any enemy that is continuously firing projectiles at you, as you want as few ranged attack enemies as you possibly can on the level to be able to concentrate on the stronger enemies that have the potential of killing you with a single blow. Any enemy with a turret or a fast-moving projectile needs to die first. This will make kiting the other enemies much easier, as you won't have to continuously block or reposition as much for effective cover.

It should also be noted to lock down any enemy that is hard to deal with with the shield as this will stun them. I typically still opt for any ranged projectile enemy and use the stun window to close distance. Then I call the shield back, which is instant, and then carry out the same combo.
The order of enemies should be: Projectile-based enemies, fast-moving enemies, strong/slower-moving enemies, and then the strongest enemy.
Upgrades
Since everything in The Dark Ages revolves around using the shield to the best of your ability, I highly recommend spending all of the gold you collect on all of the shield upgrades. Doing this will enable you to block projectiles better, recover from overloaded shields faster, turn the shield into a multi-kill weapon, and more.

Spend all your gold on your shield. It's the best item you have. Any excess gold you can use to upgrade the weapon of your choice. I personally love the Super Shotgun as it works perfectly with the combo I outlined earlier. Weaken enemy via ranged > shield dash in > use all melee attacks > Super Shotgun to the face > shield dash out for health and reposition