@KingPossum: I redownloaded it through my Download History (through the Xbox 360, not xbox.com) and it went fine. Probably still a good idea to not delete it, but it's still accessible for the time being.
@Hammerjelly: Horizon was doable as a Vanguard. I recommend chipping away at them before the fight (one is hiding behind a pillar) with your heavy pistol or sniper rifle (I didn't have one as I played this the first time around). Run behind the cover on the left and destroy it with your Collector Laser (or Cain might be better for this fight). Basically if you can kill one Scion immediately then this fight isn't that bad. Might be helpful to have one of the defensive abilities (like Barrier) added to your skills. I'd probably bring Mordin and Garrus as they have decent skills for chipping away armor (party anti-armor ammo and incinerate).
I barely die as a Sentinel on Insanity. Tech Armor makes everything a lot easier. I imagine Barrier or Fortitude on any other class would help too, if you get the options to add them to your repertoire. Vanguard is rough, but possible. I've heard Infiltrator isn't bad either.
My partner's powers seem to always work when I have a clear shot of them, oddly enough.
" New game+ is pretty much made for playing insane mode. Without it you are going to be seriously lacking in the tools necessary. For example the flamethrower and level 4 warp are pretty much made to fight the vorcha and krogan. Other than that, things seem to scale up to be appropriate for your level. "
I actually started playing the game on Insanity mode and I just got my first character in the second set of dossiers. It was rough at first, but I traded my Vanguard in for a Sentinel and now it's a lot more manageable. It's just the right amount of frustration.
I'm also playing it on Insanity for my first run through as a Vanguard which is apparently the worst class to play on Insanity. 14 hours in (according to in game clock, it's probably twice that) and I just put the second disc in. I have a feeling it'll be a long, long game.