Here are some general tips I found to work well completing the game on the hardest difficulty.
1: Save the game after every important event, such as clearing a room or beating a mission
2: Go silent and non lethal. It's easier. Getting into firefights on the hardest difficulty is ridiculous. 2 shots and you're dead. Stay hidden. Try to sneak through areas using air vents and use stealth in general.
3: Upgrade your battery often to enable you to run through enemy strongholds while cloaked. You can sometimes skip entire sections of the game if you have enough battery power to run through them with stealth camo engaged.
4: Upgrade your take-down ability. Being able to take down two enemies with one take down will prove highly useful later in the game.
5: Go everywhere, find everything, do all side missions, and whatever else you can think of to upgrade your character.
First boss: Stay hidden, and shoot him the head when he waits for his weapon to cool down. If you have no weapons, try throwing the gas canisters and explosive barrels at him.
Second boss: stay away from her at all times. Lay a few shots off, and run away. Save the game after every engagement. Try to get her to electrocute herself using the power, just remember to jump to avoid being electrocuted (or upgrade your leg prosthesis to enable surviving the electrical current).
Waiting for the Funicular: I avoided this entire firefight EASILY. Simply barricade the entrances to the room with boxes and vending machines. To be safe, lay gas mines near the barricades just in case they squeeze through (which they probably won't). Now just sit and wait for the funicular happily and safely.
Third boss: This boss fight is incredibly easy. At the start of the fight, run to the left, and as the boss jumps over the wall, knock him out with a take down. This video will show you how:
Forth boss: This is easier than it seems. First take out the turrets with a heavy weapon like the grenade launcher. Then either hack the terminal to disable the pods, or open the hatches and stun the women inside. Sometimes soldiers will come in. Use take downs or gas grenades for quick neutralization. Once the women inside are out cold (or dead), run to the highest point of the map. It's like a little cove. Just look for it and you'll find it. (or upgrade your leg prosthesis to enable surviving the electrical current) It's the only place the electric currents doesn't reach. Stay there crouched and unload bullets on the window protecting Zhao, or just wait for her to break it herself. When she's exposed, take her out however you please. I just spammed her with the lazer rifle. It's actually really easy, just make sure to save frequently.