springel,
As for me,
2) play at a difficulty level easy enough to take the unavoidable extra damage of the surprises, and never restart
is the way to go. I think you learn too much about the scenario in the first playthrough to challenge yourself in the next playthrough. That is, unless you are trying to find an "optimal" solution, which is subjective and might be very time consuming. Others have a very different opinion!
I don't think there's a whole lot of puzzle-solving in OoB. Most scenarios can be won with good tactical application of your troops without requiring a specific, single path to victory. Even I did try to point one out in each scenario in the 3d Infantry Division Campaign, each scenario can be won by a different operational path.
I used to play on level 4 but I found it (too) stress-inducing. Level 3 is my comfort zone, it provides a challenge and allows you to make some mistakes. But each player has their own level of comfort. Most scenarios can be won on Level 3 without too much difficulty.
If you lose a scenario, you have to restart the campaign -- UNLESS you have saved the previous scenario, which is a very good idea anyway. Always save your last victorious scenario, that way, if you lose the next, you can restart at the last victory and try to get a win on the next playthrough. Some scenarios are very difficult for new players, so you should always have a restart point saved.
As far as quantity of games in OoB, Erik, Bru, and others have already filed a great deal of high-quality user-made campaigns and scenarios that address a huge variety of historical WWII situations (and other not-so-historical but fun ones). Look in the Scenario Design subfolder and pick the Custom Scenarios, Custom Campaigns, and Custom Multiplayer Scenarios folders. It'll take you years to play through all that good stuff.
Welcome to the OoB community!
conboy