As for caravan guards not helping, they do help, but they seems to be programed to stay close to cart and protect it. If you place your brothers to their sides, they will fight. They will even form in to battle line with your brothers. You can preset your brothers in a formation screen at the flanks during escort mission so you don’t need to waste AP during combat.
As for beginning of the game being difficult – I love that game doesn’t hold you by the hand. You have band of low level brothers with crappy equipment, most everything out there is supposed to be dangerous and to be avoided. You have to pick your fights. You also have to know when to run or retreat. Btw.: if you retreat from battle, brothers which are at the edge of the map, on the tiles with white flag will not get hurt. In most cases it is possible to retreat your brothers to the edge. There are very few enemies which can outrun you.
Of course sometimes you will run out of the luck. Well that’s part of the game and what makes it so fun. Losses are inevitable fact in this game. Early game when you struggle to establish your party is one of the best part of the game.