I tried two more times with the shield, but then died on Elysium and then to Hades. Put it away for the bow, second clear. Did it ten minutes faster compared to my first run. I had an awesome build where my special just creamed everyone. Got a little cocky at the end though and Hades almost got me. Never count him out.
Im convinced the collar is the best keepsake, though picking the coin purse for Tartarus to get an extra boon or heart can really help out.
The reason why I say this game gets easier and easier is mostly because you start to understand how to manage your build, and which boons to take with subsequent runs. Maxing out your Mirror of Night upgrades will help a lot as well. Especially the number of Death Defiance you have.
Here's my general strategy for a successful run:
I always try to think about how to craft a build that will maximize my DPS (which is good for bosses), plus have a trick up my sleeve to handle crowds, like a good cast. So I'll start by picking a keepsake for whichever boons I'm seeking. If I'm using the bow, I'll typically pick Artemis, for example. Deadly Flourish and Hunter's Mark pair beautifully with Chiron because your special will inflict multiple hits (i.e. chances for critical) on a single target, and then your critical will mark your next target. This is even better if you can pick up Concentrated Volley from the hammer because you're then pretty much guaranteed several criticals per target.
In Asphodel, I'll choose another god, or stick with the one I've got. If I've got any Zeus boons, I might choose his Signet and try to pick up Static Discharge for the Jolted curse. Also, if you've got any status curses on your dash (like Passion Dash, or Drunken Dash), or on your attacks, you can easily mark opponents with the double cursed status (signified by a little X icon next to their health) which will increase your damage output if you've upgraded the Privileged Status attribute in your mirror.
In Elysium, I usually equip the Evergreen Acorn, because out of all the bosses, Theseus and the Bull tend to hit me the most, especially in the beginning when they're still together. Resisting a few of those hits can keep your lives intact for Styx when you'll need them the most.
In Styx, I'll equip the Pom keepsake (you may not have this yet, as it's one of the last you get). The Pom Blossom will level up your boons every few encounters. Each corridor in Styx counts as an encounter, and if you clear every corridor it's like getting 6 or 7 pomegranates for free. But if you don't have this, or if Hades is still a problem, the Evergreen Acorn is a good option because Hades can do a lot of damage with his spin attack, so being able to resist it a few times will save you more life than something like a Lucky Tooth can give you.
Also, I try not to spend any money in Tartarus or Asphodel. If you're playing well you shouldn't need anything from Charon early on. If you've upgraded Golden Touch (green mirror trait), you'll get a bonus percentage of coin for every level you clear based on how much coin is in your pocket. You can easily save enough coin to buy all of Charon's loot in Styx this way. Also, be sure to break any golden pots you see along the way. These can add up, but they're easy to miss, so I always check rooms before I leave. I'll also take Side Hustle if Hermes offers it early on. Stuff like that makes it easier to choose between coin and heart rooms.
Lastly, it's almost always advantageous to drop down into any Chaos portals if you get them early in a level. The negative aspect usually wears off after a few rooms, but you don't want to be gimped for a boss battle, so be cautious taking one towards the end of the level.
The game honestly isn't hard if you make the right choices, but half of the fun is experimenting and discovering what works for yourself. I'm still picking up Duo boons and stuff I haven't seen before, so sometimes I'll just let the build happen naturally and pick up whatever sounds good. Playing that way can be a lot of fun as well.