What I think is that maybe you need a different game that you can play solo. (ex. doom 3, Final Fantasy etc...) Because, seriously, there is no way that you can finish other Missions just by doing it yourself.
My one true advice to you is to just try to enjoy this game atm. Try to enjoy hearing people in your group BS the hell out of ya'll. Try to laugh when you hear a
warrior in your group say "LET MEEEE NUKE 'EM!!!"
About Henchies, think of them as a "get away" from playing with other people who really suck with their profession. Using henchies isn't cheating whatsoever. The DEVS put them there because they know sometimes, people aren't as reliable as AI's.
Hope this helps a bit. GL to ya!