I tried to beat the Thunderhead Keep mission 11 times with PUG's and failed and each and every time. Sometimes we would not even make it to the fort.
After all these unsuccessful tries I decided that I would use henchmen to beat this mission. Whenever I was in town I would see people spamming that they would run you through the mission for 1-2K! There was no way I was paying someone to run me. I beat the mission with henchmen on my second try.
I have two points. My first is that PUG's can be fun but also VERY frustrating. THK is a mission that requires some teamwork. Even if we all agreed to a certain strategy before reaching the fort, 1-2 players would abandon it immediately, get killed and then spam to be resurrected. When someone tried to do that, they also died. Don't be afraid to use henchmen on harder missions because they can do a really good job (they listen to you).
The second point is that when I finally beat the mission, it felt great! If I had paid for that run I would not only be out the money but also would have cheated myself of a great victory. That was the hardest mission for me and beating it is really what the game is all about for me.
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