Madhouse difficulty is definitely an experience, haha. It's very challenging but I like it for that. I wouldn't say it's as difficult as RE5 Professional mode so far, though. And yeah, Jack is quite a constant presence after the dining scene, pretty much until you get to the garden. I'm currently up to the part just before you fight Jack in his mutated form.
You certainly need to be guarding whenever you get hit if you can, because that reduces damage. The boss enemies are faster too, so you have to bear that in mind when fighting them. Also, flame rounds in the grenade launcher worked for me in Lucas' barn area... That part is definitely interesting, haha.
I don't want to go into too much detail since I think it should be experienced pretty blind for added surprise. But one thing I would definitely say is make sure you sort your inventory out before using a cassette to save. That'll save you time because frankly, you're probably going to die quite a few times and there are very few autosave points. Also, use your cassettes fairly sparingly. They give you enough of them but you can't be overly frivolous with them. (Isn't it funny how a game that has smart watches uses cassettes and video tapes?
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Weirdly I've managed fairly well with the boss fights; it's the Molded that cause me trouble, haha.
Oh, and separating agent becomes a lot more useful in this difficulty because you can get strong chem fluid to make a strong first aid med. That's what I do with my neuro rounds. Also, steroids give you a full heal as well, so that can be handy.