Your fenhir seem to deal very low damage... Either your still using a rare one and anyway, it seem that you never upgrade it.
And Cyberpsycho have a big pool of life now, but I managed to kill this girl today with less than 10 shoot with my overture... (legendary, upgraded and with mods. Silenced for the first head shoot at the start, then without silencer. But it's at the very minimum, 2.5K damage per head shoot)
But in 1.3 a single head shoot was enough to kell her
Side note : This cyberpsycho is in an area which is around level 30. So like all the enemies in the area, you have a big damage malus and she have a big damage bonus