I forgot, it took me years to get good at OpenTTD! Now, after about 15 years... FIRS Extreme is too easy.
The default industries become harder in the long run because they increase production in response to high station ratings. If you don't want your pick-up stations overflowing with cargo, you have to build very efficient networks.
Deadlocks are The Enemy.
I usually use separate stations, sometimes waypoints. Note: by control-clicking, you can have separate stations adjacent to one another. You can make it look like one station when signs are hidden.
Multi-speed lines: Recently I learned you can set speed limits! It's in the timetable; orders->timetable, click a "travel for" line. You don't have to fill in any other parts of the timetable. It's possible to make passing places, but the one time I tried I found it took about 60 squares for a 118mph train to pass an 81mph train, (both trains 7 squares long,) so I just made double tracks. I make multiple tracks a lot, even when trains are identical. Yesterday, I tried priority merging into a single line, but there was just too much traffic; either the merging trains slowed the main-line trains, or they almost never got to merge, or both. Even using much more powerful engines in the merging line wasn't enough. (That's when I first used speed limits.) Perhaps it works with very short, even more heavily overpowered trains. Those trains now have a separate oubound line for each source industry, but still have a single return line. Return of empty trains is less of a problem because the lower weight means much better accelleration, and because delays cost less.