Should I continue to play with a frustrating DM?

[Sorry if this is really long]

I don’t usually do this but I’m having a hard time with my current D&D group and I’m not really having fun anymore because of it. I think our DM is having us play a combination of I think 2 modules that take place in Faerun and using AL rules.

We have recently been going on one of the modules but are constantly hitting a wall with almost every single session to the point where we even joke about how rare it is that we succeed at anything. At this point we come out of sessions more times frustrated than satisfied. In our last session we actually decided at the end that we’d give up on this story and go pursue the other module’s story.

I’m also having some personal issues with this campaign and I’m not sure if it’s just me being difficult or problematic. So far I’ve played 4 different characters in this campaign because they keep dying or otherwise become unplayable. My first character just died in a TPK which was completely on us. Then my second character (human) permanently aged from being in his 20s to being in his late 80s which kind of messed up that character concept so I retired him. My third character is still alive but I’ve set them aside (as a backup character) to try playing another character that I really wanted to play but he was arrested (which was also on me) with no way of being bailed out because it’s too high of bail plus too long of a sentence (if he isn’t sentenced to death).

Because we’re all keeping track of XP individually, the other party members are level 7 or 8 and each character I’ve brought starts at level 1 and all of my characters except for my backup character have not made it past level 3. Since my characters are such low levels in comparison, they can’t really contribute that much especially in combats so I usually have them hang back during combats (ranged/spells) until they can get a level or two. I don’t really mind bringing in new characters that much since I have a bunch of character ideas I want to play but my last one that got arrested was a rebuild of my very first character so he was a little special to me.

However, recently I’ve been getting the feeling that there is some mild favoritism going on at the table by DM leniency and I’m just not one of those favorites. I try to be a good player for the DM and a good party member for the rest of the players. I just feel like whenever I try doing something creative that it never turns out well and my character either fails completely or gets mocked by an NPC in social interactions. At this point I’m starting to consider roleplaying more passively and reserved and just not try doing anything crazy.

I’ve already taken a pretty long break from this campaign because of some of my frustrations with the game. Another player in the group also has been getting pretty frustrated with it but has had his character do fine and he had talked to the DM about his it though not much changed because the DM is pretty confident and set in his DMing. We’re all friends IRL and I just don’t want to cause any conflict or anything between me and the DM. I don’t know if I’m just being problematic or complaining.

When it’s good and we’re all having fun, it’s great, but when it’s not it just kind of sucks. I still haven’t decide if I’m going to just bring in a new character (my backup isn’t that fun) or just leave the group again but permanently. D&D is one of my favorite things to look forward to each week but I’m just not really having fun anymore with this campaign but I still want to play. I’m just not sure whether to suck it up and keep playing and hope that it’ll be different with the new module or not.