How does combat work and how can you heal in battle?

As was already said, it best to avoid the situations in your pictures early on. Don't go into enemy fortresses "all guns blazing" and expect to live. Don't take on captains at all until you are ready and know their weaknesses.

I concentrated on finding artifacts and doing side missions early on to earn upgrades. I then picked out captains that could be taken out by stealth in one hit to get my first runes. Once you have the triple dagger throw skill, you can get onto a ledge that the Uruks can also climb onto then shoot daggers at them to make them fall off and die by falling. This is a quick way of getting rid of many enemies. It does not work with captains but you can often get the captain on their own on the ledge without having lots of others cramping your style.

I had a guest revenge mission early on. Turns out this guy was invulnerable to ranged, was a combat master, called for reinforcements etc and I simply could not take him out. I tried again once I had buffed up and he went down with three stealth attacks in quick succession before his reinforcements arrived.