If it is not too late, grab the invocation that gives you unlimited castings of Mage Armour. Otherwise save all your Mage Armour scrolls for the big fights. Gale used to die really easily for me until I had him use Mage Armour. This behaviour is really annoying but also makes sense, most games the spellcaster or healer is the important target. Try your best to use the bonus action for hide at the end of your turn, positioning is important and high ground will also help you a lot. Enemies don't seem to get the warning that their shots won't hit because something is in the way.

As for playing Drow, I actually find it is easier to get into places, you get a lot of unique dialogue options and can go where you please. Fully expecting this to change in some areas later on in the game though but that is what Intimidation or Disguise is for.