Not so much of a guide as some tips. This was a bit tough and you basically have to build your 4x hero's with the end fight in mind. I am assuming you have done this on an easier level so know what the final fight is.... so here are my tips for how I built them and how I approached the final fight....
Experience - I made sure my heroes were in as many missions as possible to maximise XP - even if they weren't best suited for the side missions I got to the final fight with them all at level 6 and Sid at Level 7....
Gear and Skills -
I build Gabe to be a healer so he could throw group heal and empower others. He had Hunter Shell armour so that he gets boosts to executions and free chainsaw attacks. On his side of the map will be wretches, grenadiers and 1x boomer to deal with at the end. I used cover and overwatch a lot as even if you get a shot on a grenadier in your turn. the knockback in overwatch is probably better to give you space. as one flanked gnasher shot will take a hero out. I had a legendary lancer mod to give me +1m range as this makes it easier / possible to get out of blast radius in 1x move (if you are not crippled) - dont get crippled- stay well away form the Hydra shout. Getting a grenade to even SLIGHTLY damage a grenadier will let you chainsaw it get a fee AP then run back out of range etc.
Reyna was built with ranger gear for max move, a run move, invisibility that heals and cools down in 1 turn and prximity mines. as all of the enemies on this side will run at you, proximity mines are never a waste - even on an empty map. She also had blitz skills and if I didnt need all the Ap I would anticipate to sometimes start the round with 5AP and free invisibility. I really did little - no damage on this side of the map (it was all mostly sniper damage). I did get a boomshot in the first section and brought it into this section. you can boomshot the hydra for decent damage but i found it better to just clear the grubs on this side and boost the other guys with healing and AP where I could.
Sid was built as a tank, with destroyer armour and could tank overwatch and 50% damage and regenerate every turn. His job is protecting Mikayla and bayonetting (free AP) enemies at full health. also I would tank ticker bombs knowing I can re-heal him. Even if he gets poisoned be executing a disciple etc - I would use overwatch to interrupt and knock back enemies. On this side they will run into the blast radius so you can rely on the hydra to kill things if you weaken them a bit. also dont forget Sids intimidate to push guys out of cover and cancel overwatch. Basically the aim is dealing with the grubs then maximising Hydra damage when you can.
Mikayla, is the damage dealer with Alpha, omega, fast fingers (kill an easy grub for a free reload). I never really used precision shot but chain shot for free AP. She had onyx armour which makes her a glass hammer that needs protection, but she can get 1000 pts damage on a critical hit. I would empower her for extra AP and execute grenadiers on the other side of the map to give her Ap to deal damage. With the ability to self heal on a kill, get autoloading rounds and also concuss tough enemies that get too close.
This is not MUCH harder than standard mode but you cannot self revive so getting caught alone across the map is a killer. I never did the 2 man control mission or the 2AP scavenger run....
Not a lot else to report really, play for Legendary gear, build up your heroes as they are the only ones that matter in the final fight. The Hydra fight is a grind but just stay away form the scream, thin out the grubs and use Makayla to chip away when you can.
ALSO if you are close to finishing 1/3 of its health bar don;t run from the blast radius - the misiles will be cancelled when it loses a whole bar. I finished this fight with a hail mary execution x 2 by Sid and Reyna, an Empower by Gabe all sitting in red circles. and Makayla used 6 AP to snipe it to death for about 1/3 of its final bar in a turn....
Kia Kaha guys - have fun.