What should I focus on?

In my experience while I am still at low level, I tend to maximize my front line and second the most used servants in back line. In regards to the chapters after Okeanos, you may want to level some Casters for London. I think you are good to go for America. What I have seen in Camelot chapter is that there are tons of Saber, Rider and Assassin enemies, so you need some damage-focused Casters like Medea.

My rotation everyday is farming embers on Monday and Thursday, QP farming on Tuesday and Friday, doing story and free quests on Wednesday and Saturday and doing anything I want on Sunday, with inclusion of doing training quests everyday. This almost balance my gaming experience so I would not get bored easily.

Try also to level Tamamo Cat since she is a Berserker for consistent damage and farming for embers.

Jack The Ripper is a very good servant (I use her although I hate loli characters) so try to max ascend her. She is one of the best assassin in the game and will remain relevant for a very long time.

Try to raise a good servant for each class to be prepared for the multiple quests in the story and events.

As for the Darius quest, try to beat it with a Jalter lvl 100 from one of your friends if you can : build her NP during the first and second wave, launch it on Darius as soon as possible. Then try to protect her to be able to launch her NP a second time. Even if you are defeated, don't hesitate to use command spells to revive the party with 100% NP.

Euryale can kill Darius easy, actually. Like, she is built to kill enemies like this.
I beat him with Robin also, but I used some strong CEs with Mozart skill's almost maxed, so, that's that.
A save option beating Darius would be a support bond 10 Heracles, Herc will slaughter him, just put him at the very back of your party, chip off some of Darius' HP with your own servants and when Herc comes out, everything will be done, simple.
Oh, Jack can also solo Darius battle, mind you, but you'll need the right CE to do that.