kcvibLevel 25

Honestly, those are pretty valid and normal experiences. Can I know which resolution you guys ended up getting? :P One thing about this game is that... it's okay to "lose". Even partial wins can be good. Sometimes the story still continues without it! 
I can't speak for the modifiers in JOTL though, still haven't played it haha...
(PS; sorry for the wall of text)

But yes, AH:LCG is pretty challenging, and the rules are a bit of a slog to get through. Heck, it took me a pretty long time to understand it all. Usually being able to play with someone who already knows how to play is better.

Roland is a pretty solid choice for the first game. I've never played Wendy for the first campaign, but probably not a good choice (see 3rd bullet point). I've always played Roland + Agnes. Because Roland can do both clue finding and fighting, and so can Agnes (with her spells), and their cardpools don't overlap. 

Getting negatives is always be the highest probability, and the majority are probably going to be -2's, so you'd normally want to be at least +2 skill value on your tests. I understand the autofail is frustrating though!! I've had more than my fair share as well - especially in my most recent session. 😭

Here's some tips on strategy for your next run, if you guys ever do it! You may or may not know these already though haha.

• Try to set up assets on your first turn. Passives boosts from you assets are your best friend, which brings me to my next tip.
• You have one free mulligan when you draw your opening hand, meaning you can redraw some or all of your opening hand for free once even before the game starts. You want to draw hard for your assets that you want to set up right away! Whoever does the fighting is gonna want their weapon in their opening hand. 
• Some card choices in the starter decks are just plain bad. Like Knife... on Wendy. Who has a 1 in combat. And honestly Knife is just kind of horrible LOL. I just took a look at Wendy's cardpool and frankly, her deck isn't very good and her options are poor and limited, unless you have the other expansions. Her starter deck primarily focuses on evading and fighting (FFG, why would you do this?), which is unfortunate as her intellect is pretty decent for picking up clues, but needs a bit of boost for that, which is only available in later expansions. This means unless Wendy has "Look what I've found!" and her amulet to recursively use it, Roland has to grab clues. He excels in both enemy management and finding clues, but he can't do it all. Wendy is a lackluster fighter here at best and can't pull her own weight; picking someone else might be better. Sorry ): 
• Evading enemies means they exhaust and therefore do not attack in the enemy phase. But they ready up in the upkeep phase, so it means you're safe to be in the room with them at the beginning of the next enemy phase. 
• Deck building is also requires some thinking as well. Think about what you lacked in your last run, and see if there are some things that you need to replace (e.g. if you never have enough resources, maybe you need more cards that help you with resources, or you have too many expensive assets. You need to try finding that balance) - however this is probably difficult to do with only a single core set. 

I think I'll stop here for now. No more information overload for now.