All challenges except Daredevil category are rather easy and straightforward.
In Daredevil there are two challenges that may couse problems for some playes and this is guide covering those two:
Complete a High-Risk area without firing a primary weapon
Complete a High-Risk area with neither shield nor armor installed
I decided to do both at once and went with the Drone Ship. I maxed out Structure and Resistance for survivability and Expertise for drone damage.
As for perks you can see my build at the start of the video.
When it comes to devices I picked Corrosion Injector with Mercy Kill and Annihilator Virus with R-Naught for extra damege.
Energized Boost to escape sticky situations and Front Shield Generator for some added protection although it doesn't work to well so you may want to take something else.
Don't forget to stock up on repair consumables.
Pick an easy high-risk area, preferably green with something easy like No EMP or No Enemy Names and let the drones do the work. You can support them with devices and secondary wepon. Always stock up on drons and heal them by picking up wrecks. And don't forget to use your ult.