Don't play on Hive Worlds as a start, they are like +2 difficulty.
For Rupture bugs, you need medium penetration to kill them from the front, and anti armor for the Rupture Chargers.
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Having proper teamwork is the only time I've ever completed missions above the "Hard" difficulty. If you are all spread out and not watching each others' back, you're pretty much fucked.
Explosions force burrowers to un-burrow, including plasma explosions and stuns (although I've had mixed successes with the latter).
The burrower warriors (= the red bugs) have medium armor (or pen3) on their faces, I don't remember if the Helldivers Mobilize warbond has a pen3 primary but if it does, try that one; otherwise, you can use the MG or the HMG, among other support weapons.
Other than that, it depends on the warbonds you've got so far; what have you got so far?
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Do yourself a favor and watch Eravins videos on the games mechanics, the more you know the easier it is. Also having all ship upgrades helps
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