You're not doing anything wrong. SD's first attack is the one that obliterates just about any team. There's a cheese method to beat this using Godseeker Aniri, or you can use Stoneskin on your champs to survive that attack. 

Or speed.  Since you have Siphi, she will sleep him if she is faster.  Then you have a chance to get in some hits or at least have your other toons put up some buffs. 

Do you have a toon that does full team Revive on Death?  Mother Cybele is a viable option for that and also brings a speed aura.  

Aniri duos are an accessible way to climb SD if you have Aniri and one of the toons that can do it (Ninja, Marius, Dreng, Gorlos are options I have seen).  

Any Aniri Duo should be able to be replicated with a Revive on Death Toon if the speeds are tuned correctly.

Thanks, I thought it was just me.