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I just had a few thoughts with regard to your issues. The brush can actually wind up irritating your skin more than the razor. I see someone else suggested bowl lathering and I think that it would definitely save your face from some wear and tear.
Also, some people who have sensitive skin do well with Proraso White and Mitchells Wool Fat and several artisans sell unscented versions of their soaps. The guy from Razor Emporium has a few videos where he recommends shaving with cold water. I don't enjoy that, but it apparently helps some people with sensitive skin.
Make sure the blade that you are using is not too dull. If you are feeling any amount of tugging, it's too dull. If you are getting nicked, you might be pressing down on the razor; only use the weight of the head and avoid shaving against the grain. Keep in mind that the direction of the grain of your hair growth can change depending on the specific part of your face. You can determine it by drawing your hand across your growth. The direction that feels the roughest is opposite to the grain.
Finally, some people are allergic to nickel, other metals, or polymers. You can try an uncoated stainless steel blade, like the Astra Blue. Feather used to make an excellent plastic razor called the Feather Popular. The use of an uncoated stainless steel blade and plastic razor might lessen your exposure to leeched metals. In general, I don't like the idea of using an Alum block. I use alcohol free Thayer's Witch Hazel and it works very well for me.
Great points, thank you