The paradox of Failure and Importance - some prethought strategies

In a TRPG there is a strange paradox where the higher the stakes, I expect a harder and harder roll. If I'm the GM, doesn't that make players fail more often than succeed? 

PC needs to overcome a challenge, to make this challenge - get passed the guard, get this deal signed/approved, hit the eye of the dragon, etc... the PC needs Luck to succeed... not WORK. 

This is my mental processing of this paradox. I want to have the Players feel the Gravity of a pivotal situation, but I do want them to succeed. How do I make them succeed? 

There are a few ways to allow the PCs to succeed but they do not trivialize the challenge. 

Aid One Another.

How does a the Baker help the Bucher? How does the Ranger help the Barbarian? How does the Rogue help the Cleric? Aid one Another does one crucial thing that heightens the Tensions of the Game, which the GM can use in great effect: Prioritize to the Party's objectives. 

The Aid action can be Simple like an Advantage/Disadvantage or it can be Complicated like a Task Chain everyone pitching in and modifying the circumstance of the role. A GM can step back and let the Players organize themselves, only stepping in to lockdown constraints and details to raise the tension. 

Pros and Cons

• Cons. Not as Satisfying as having the spotlight all to oneself, if this has been the practice. 
• Cons. Requires some prep studying the Aid Other Rules and Exploits. 
• Cons. It takes practice to step in and add constraints without derailing the team organization.
• Pros. It makes Success Costly and keeps the Tensions and Importance of the roll. 
• Pros. It's a Shared spotlight that lets the Players take up the 

Competing Constraints. 

If the GM things this would help, instead of rolling he can ask for - How in the competing constraints - Cost v Time v Quality/Effectiveness is an Action Performed. 

• The rogue does a Fast (Time) Scan of the surroundings, leaving himself Exposed (Cost). 
• The Cleric carefully (Time) inspects the bandages and injuries of the players and spares few remaining balms (Cost). 
• The steward and broker venture in the seedy part of town (cost in danger and risk), trying to get a good deal, prepared to hole up in booth for days (time).  

 Pros and Cons

• Cons. No roll, and the "fix" many players have in resolving tensions with a roll. 
• Cons. Players and GM sometimes cannot close a mental loop without having a roll.
• Pros. The tensions stays until the scene ends, and the main Climax of the scene is resolved.

Costly Success. 

Costly success means having to create Accounting of players Resources and Actions. Like any Cost-Benefit-Analysis it sounds like a Straight forward calculation in theory but it really depends on the Players and what they deem as resources as well as resources they cannot get back.

Players paying a Cost: in hit points, in spell slots, in drugs, and equipment, tools, consumables, etc... requires a lot of forethrough and documentation.  

• Cons. You need to know what is Costly to the Players and in the System. 
• Cons. You may need to do some upfront work of making the Cost Calculations unless the system itself can give it to you. The GM and Players may need to work out a BATNA or Opportunity Cost calculation. 
• Cons. You may have to have an unsatisfying learning curve to get those KPIs down to see what works OR you can observe someones game and see what players consider costly. If the Player doesn't work with a budget or track his equipment or character's Spell slots/abilities per day - they may not find this method effective. 
• Cons. This may be additional work for the players with the bookkeeping.
• Pros. One player who manages the assets of the Party is all it takes to put context to costs. 
• Pros. You achieve the Value analysis of the Success 
• Pro and Con. You can plan your challenges around these costs (PRO) using Earned Value Management and Expected Monetary Value analysis which one may need to learn (CON). which is basically assigning a percentage to the resources of the Player and assigning a Success Chance. and Seeing how likely they will blow through a resource budget. 

Costly Success: One Goal/Function for Another

Another type of Costly Success is making the PC have to CHANGE their goals in the middle of the undertaking. Instead of Killing the enemy, driving the enemy away; Instead of protecting the King, protecting the Bloodline, Instead of defending the Fort - buying time for someone else. 

Making Players have to Re-assess and let goal of GOals they've decided and the benefits they would have gotten: the Knight his Fief, the Rogue his riches, the Wizard their rewards.

Changing one's Mind. the Goal of this is to change ones mind. This only works well if there is uncertainty and sunk-cost in the Status Quo. Otherwise, there is no COST to changing the character's mind. 

• Cons. Set up, the GM has to note everyone's buy-in and what specifically are they getting out of the goal. 
• Cons. Some games the players are already teams and their Mission/Vision is not written up so the GM will need to do leg work to get goals for the players. 
• Pro and Cons. Another painful Goal is Function Change. The rogue is not the talker but the Knight, the The Knight is not the Tank but the Mage or the Cleric, etc...

Breaking down Challenges. 

To break down the challenges into smaller increments. Like the Schelling Point Combat the GM breaks the TENSION down to Long actions to smaller time scales until the Schelling Point or Climax. 

• Cons. there is a lot of UNKNOWNS when skills are made in Long Actions like minutes, hours, 4-5 hours, Man-days, Man weeks etc.. The GM worries about inconsistencies and thus weakening of Stakes and Effectiveness. 
• Cons. Changing the Language Framing the success on a Single Roll vs a Series of Actions. This means either the GM has to give immediate feedback where they are in their road to success or fail or its this Ambiguous condition where the Players cannot tell if they are succeeding or failing. The need to prepare clear feedback to the players on where they are in the situation. 
• Con and Pro. The uncertainty is like real world - we dont know if we've won the client over, finished the building on time, or there are any bugs that would bring the program crashing. This draws from the Players and GM's managing these Real World uncertainty and issues and being able to have fun in this.   

Mix and Match. All the above are just mental artifacts to help define and break concepts down to usable chunks. These may not carry though intact in your use of them, but I hope it helps.  

Know that I use these as well in REAL LIFE as I do Requirements Gathering and apply Interpersonal and Team Skills in meetings and stakeholder and requirement analysis. To me Project Management is a TRPG but with higher stakes and less catharsis, I only get to take the experience of success and failure with me to the Table and live out how else this project could have turned out if I had different or more agency and resources at my disposal.