Metro Exodus is the first game in the series where you can determine the fate of some of your allies. Your choice can lead to deaths in your company. However, there is a way to keep Duke, Alyosha, and Demir alive. These choices will result in the good ending. Check our guide if you plan on keeping everyone alive.
The most important rule - if you have a chance to stun human enemies, do it. The same goes for side quests (focused mainly on rescuing others). If possible, avoid fights with humans. The chapters listed above have all the details on how to keep your friends alive. Here is a short summary:
Duke - Don't kill any of the cult members in the Volga. Choose stealth approach when you are escaping from the church, steal the boat, and enter the cult leader's base.
Damir - Help slaves in the Caspian Sea (rescue them, complete side missions). Stun enemies when you and Damir are looking for water (don't kill any of the slaves). You also have to rescue slaves kept in cages. Another step is to get the photo for Giul in the bunker.
Alyosha - In Taiga, you will encounter e.g. enemies using crossbows - don't kill them. You need to focus on stealth throughout almost the entire chapter. Thanks to that, Alyosha won't get injured.
Remember to save your progress on a regular basis. Sometimes, it is hard to avoid killing someone. Having everyone in the team will give you Full Strength achievement/trophy.