Difficulty can be changed either way during the game. I'll start on Hard for a future playthrough, but if it becomes a problem, I may step back down until the prologue is done. They really could have used a couple save points during that. Getting 1HKOd at the main game is offset somewhat by being able to save.
Self-destruct leaves you with a sliver of health, but I could see it being useful as a last ditch move at higher difficulties.
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