Pro isn't too bad, you just really need to stay on top of your game. Some things I would recommend:
1. Do NOT separate from your partner. Cover each other's backs and remain close enough to save each other should you go into dying status.
2. Keep vests in your inventory. At first, just keep the melee vest, and this will usually make it to where you get hit twice before you die, which gives your partner time to get close enough to heal you if you can't heal yourself first.
3. Stock up on herbs in easier difficulties unless you've got a ton of money to spend on first aid sprays. This way you have plenty on hand when you need them.
4. I would suggest getting infinite ammo in at least a couple of weapons you are comfortable using. I generally upgrade the Lightning Hawk (the S&W 500 is a bit stronger, but the delay in firing speed could put you in danger), and M3 and the S75 (I would suggest upgrading the PSG1 if you don't like the manual shell ejection process as the aiming isn't as wild as it is with the Dragonov).
5. If you don't have the infinite rocket launcher by now and you don't want to take the time off to get it, remember you can always go back to the marshlands and get one for free. As long as you keep restarting the level, you'll be set. This is also a good way to make some fast money with all the treasures around, should you need money.
6. I wouldn't use the special weapons (Gatling Gun/Long Bow), because they lose their effectiveness on Pro difficulty. The Gatling Gun takes a couple seconds to get started and the bullets are very scattered; you'd be better of sticking to a magnum of some kind. The Long Bow is a better bet, but unlike on easier difficulties, it generally won't result in a one hit kill. Again, stick to a magnum. The Lightning Hawk has a fast firing rate and you're far more likely to make effective kills with it.
7. I know this is common sense, but kill everything before it kills you. I don't necessarily recommend running around enemies, because that gives them a chance to sneak up on you if you find yourself in a sticky situation. Unless you KNOW you will make it to the next checkpoint or door, make sure you've killed everything.