I think my playstyle is making the game unfun for me

I find myself choosing how I do a mission on the fly when I figure out a new way to do something etc, following that route, then getting caught at some point. Then I restart, find something else new, etc.

How do you play this game? Something with the number of options and size of the levels is making it feel unfun for me, more like a chore that I now have to retry this one way I was almost succeeding with.

Also to note, I haven't been save scumming my way through the game. Not sure if this is the way to go about missions if you get to a certain point. I just keep getting myself caught with a guard patrol I haven't encountered yet, etc. Kind of like, now that I'm trying something different I am no longer in sync with the guard route I memorized last way I was trying this.

EDIT: Just wanted to say I appreciate all the nice responses. I recognize this as a fantastic and deep type of game, but have been probably trying to make specific things work instead of exploring everything going on first. Saving at a critical point would definitely help too. Thank you everyone.