Vexen was hard for me, a lot of bosses were hard at first. To beat Vexen, you need some patience since that shield is beyong annoying. Make sure to have some stocked cards or 0 cards on hand (0 is preferred; have 4-5) to break Vexen's sleights. Basically, it's the normal strat; card break him and attack his behind. If you want, you might want to bring in a Parasite Cage just to break his own Vexen card and stop that stupid auto-life. If you want, you can also add a Fat Bandit enemy card if you have it or a Dragon Maleficient card to boost your power, either works really. Just attack, don't bother with sleights unless you want to use Ragnarok (my personal favorite) since it will hit Vexen whether it's from the front or behind. If nothing else, then just level up. Remember that Fire magic stuns Vexen, so you can use that to your advantage.