Man I really don't know how to play this game, after 140 hours one would think I could do better than always be the first to be kicked out of the match.XD
I feel the same way honestly. I usually end up between 3rd and 6th but I couldn't tell you what I'm doing differently each time. The best advice I can give is to always, always have some meat shields in your group. Every time I tried going for builds without strong units to soak up damage it ended up as an embarrassing disaster. Warriors, Brawnies, Scrappy, Knights, whatever you can get your hands on. Then complement them with whatever damage dealers the RNG will give you (Hunters, Assassins, maybe Mages but I don't personally like them). Try to get at least the first level of some alliance synergies going, don't obsess over completing them.