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If you're the completionist type and/or you like to explore the game, do all the sidequests in singleplayer (which is usually what I do unless a few friends are on, then we all do them together), then go coop for whatever story mission you're on. That way you don't feel like you're missing the sidequests and you can proceed with the story.
Sometimes you gotta work together is all.
My strategy has always been to burst down Bloodwing as quickly as possible (I'm usually around lvl26-27 by the time I fight her, as I usually do a good chunk of Scarlett DLC at lvl16 and Torgue DLC at lvl20 for some decent surges in experience) while keeping a few of her adds alive in case I need to Second Wind. I haven't ever really been able to dodge her divebomb unless I have a speed buff (certain class skills), assassin's stealth, etc. so I focus the hell out of her rather than try a marathon fight. If the fight's lasting much longer than 2-3 minutes, you may not be putting out enough damage.
What Spider mentioned about gaining a little more experience is probably your best bet. If you intend to move into UVHM eventually you don't want to overlevel too much, but just enough to give you an edge. Good luck; please excuse me for a second while I regret the hell out of my decision to microwave a DiGiorno pizza instead of putting it in the oven like a sane person.
Damn. I'm honestly not used to limited internet :P we had it when I was a kid, but I wasn't allowed on the internet until I was 11 or 12 (with heavy, heavy parental monitoring and controls, understandably) so I didn't know the difference.
Well, everyone else here is giving good advice. Try doing sidequests - I was too cheap to spring the extra $3.50 for the GOTY edition during the lunar new year sale, and I deeply regret that, but even with just the base game doing most or all sidequests and exploring will get you levels and gear in no time. They really do make a difference.
As for gear, even a few levels will make a difference. A while ago I was using golden key gear from level 18 and wondering why it wasn't performing effectively until I realised I was level 24, whereupon I began to wonder how I'd leveled up six times without noticing. I re-geared and suddenly I was doing well again.
(You might be interested in transfusion grenades. I had a homing slag MIRV one at a lower level; I would just toss down my turret, throw a grenade, and the grenade would heal me; as an added bonus, anything that the grenade didn't obliterate would get killed by the turret. Also look into booster shields; they may say that they only have a 10% chance of dropping a booster but that's every time you take damage, and they actually drop fairly frequently if you take a lot of small hits. Pick up the booster and suddenly ~25% of your shield is back. Can save your life.)
Which character are you playing as by the way? Perhaps other players can help you better with skill builds, preferred weapons, and so on, esp. since you are very limited to online co-op.