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In general, revising your lines at regular intervals is helpful. I also recommend watching a video of someone achieving the challenge you're struggling with, if possible.
For limited station challenges like Hong Kong Eights, it helps to ensure there is at least one of every basic station type on each line. This may result in a central hub, with spokes of lines branching out from one station. You may need to leave some stations disconnected temporarily and service them in a rotation until you have more lines available. Look for opportunities to offload stations from one line to another, and opportunities to disconnect a line from one end so that it can grow on the other end. Keeping the lines fairly balanced in their load was also helpful, though towards the end you may need one or two lines that are more supportive. I did not find loops helpful for this kind of challenge. I think I was most successful when I limited each line to one or two unique stations and limited connecting the lines in more than one place (unless there was a need for an exception.)
For the "single train per line" levels, I recall having a lot of short lines with carriages and rebuilding the lines frequently. I think I had two spare lines and trains that I would use to provide relief to overwhelmed stations towards the end via a straight shuttle to landmarks.
For "only one line can have a tunnel" challenges, having the tunnel line be extremely strong is helpful, like lots of trains and carriages on the tunnel line compared to the other lines. Other lines play more supportive roles, and towards the end you may have a support line that covers half of the tunnel line, almost like additional trains for a busy portion of the tunnel line. The tunnel line may end up with nearly all the unique stations. With the tunnel line doing the heavy lifting, your other lines are primarily providing relief for the non-unique stops and distributing the unique-stop passengers along the tunnel line.
There are a lot of different strategies to play around with, like your approach to unique stations. Do you make them a central hub? Do you place one or two on each line and not have them be hubs? Do you have one or two lines service most of the uniques? Do you use the uniques as end-caps connecting two lines? All of these approaches have their place. Other considerations have a big impact: one or two strong lines with weaker supporting lines, or all lines about the same? Do you make a winding path to ensure there's not more than 2 of each basic station in a row, or do you make a short path through a bunch of O stations and use a carriage or two? How many stations should a line handle? How far away should a train go to connect to another stop? Playing around with these questions will help shape your strategy on each level.