Ok, i've been playing this game for a few days now, and at first all opponents was kinda easy and i didn't have any hard time dealing with them.
But now i have played it around 25 hours and im level 21, suddenly all opponents got a lillte armor/sheild icon next to their hp and i cant feaking kill them?! i can barely do any damage, but apparently my 2 companions deals HUGE damage and all i can do is sit in a corener and wait for them to die... what is it that im doing wrong?

The shield means your weapon's DAM is lower than your target's Damage Threshold, which means very little of the damage is actually going through.

The shield icon indicates that a good portion of the damage you are trying to do is being absorbed by armour.

You may want to try aiming at unarmoured areas, change to a higher damage weapon, or switch to Armour Piercing ammo.

Yeah, it's not a case of highest DPS always wins in this game unlike 3. Use your low DAM, high DPS gear for unarmoured stuff and take to carrying an armour busting gun with high DAM and -DT ammo for the armoured stuff.

Might it be becaus i've put most of my skills in speech, lockpick and science? My guns and laser are below 40

No, its the gun, not the shooter.