It sounds to me you only tried one method. The high physic method which involves fighting and resource gathering. So I'm not sure you're really meaning that there are "many ways to play this game".
There is a way to go out fighting from the get go, but I don't think it's something a new player should do. I've done it with max physic factor master and servant, and used Daisy as a healer. I also went with the fighter's guild for the free gear. It's important to note that for dungeons, you can rest between levels. I also want to state that I don't think a new player should be expected to hit the ground running like this in order to do this method.
I think the biggest problems this game has is its odd introductory barrier combined with what it sells itself as (and fails to deliver). Several slave training games have a debt mechanic (Bifrost and Slave Matrix come to mind) but they're pretty transparent with how to meet your payments. This game isn't.
First off, there is a way to get around the debt completely that you are not told about. The only hint you get is basically "There must be another way" in the journal. This is very vague and if you don't do the notice board quests for rep (and its completely fair to assume someone might not want to yet) you'll never figure it out on your own. They don't even tell you they will lay off your debt until you actually complete the quest.
Second, the most obvious approach to these games is training your slaves to put them up for prostitution and/or selling them (and the selling method is terrible). However, this completely falls flat on its face because of something that's not mentioned anywhere, unlike the previous game. You will struggle if you're going the prostitution route if you don't end up realizing that sex
AND charm play a role in the prostitution's payout. Without charm, you will only scrape by at a measly 80-130gp/day per slave and that's with Harlot. You might get by the 10,000gp payment with the room upgrade but you'll be completely hopeless for the final payment. Unfortunately, the prostitution job only raises sex proficiency, not charm. The labor jobs on the other hand only require physic and also train physic. So if you end up figuring this out, then you also need to figure out how to raise charm and the only way at the start is using the dates to train their charm. Strive for Power at the very least was transparent on what improved job performance. Conquest doesn't and I feel that if they did, people wouldn't have as much of a problem anymore when approaching a slave training poon game whilst expecting it to play like one. No where in the game does it state you need charm for this job to pay decently and yet it severely cuts the payout if you don't have charm. Combine this with an update that limits your interactions with your slaves (thus the ability to train charm) and well, this is where the divisiveness in attitudes toward the games difficulty comes into play. It's not the player's fault, it's a design problem, and there's quite a few design problems in Conquest. I wretch everytime somebody comes along and tells everyone "You just don't know how to play the game why don't you just do x and y like I did????" Probably because the tutorial sucks ass and the game doesn't tell you shit while also imposing an introductory barrier. Is Conquest supposed to be the Dark Souls of slave training games?

I highly doubt that's what they're going for here.
So when that method fails and people expect that the way to go must be to fight right from the start, again, you can't blame them. Blame how this game was designed.