I still think you should let someone else GM on a system differently than your own. Perhaps Bob has some rulebooks lying around he knows kinda well? (I know I'm probably the oddball around here but I like to read rulebooks, even if I know that I probably never going to play them. Perhaps he does that too?)

Another idea would be too try another system that has some campaigns or adventure paths or some other name for an multi-part campaign, try running that and the most important part DON'T ALTER ANYTHING AT ALL. They want a challenge by the book, try giving it to them. Ask after every season if it was okay, what could be better, the usual.

But perhaps they just like to complain it's pretty hard to guess. You have played with them for several years from now on and it seems that they still take their time to play... They can't hate that kind of activiry or they would stop.

Also I guess they are not that good in unusual fights? Like the one with the demon-thing that could not be hurt by attacking him?

Have you tried more like that? Do your players like that usually? My players mostly dance around encounters more than facing them head-on it seems that your players don't necesarrily enjoy that and just want the dice-throwing to be thrilling and your attempt of the "dumb stupid monsters" using any amount of tactics throws a wrench in your players plans because they don't expect them doing that. (Yes these kind of misconceptions can be there for years.)