Everytime an enemy leaves combat range, they instantly regen their health. All the effort, supplies and ammo wasted, not to mention time. Maybe I'm doing something wrong but it seems impossible without cheesing. I don't want to cheese man, it ruins games. Again, maybe its my fault though.

I agree, the bugs health regen is so bad.  As soon as they loose agro, BAM full health.
Often times, I'm just trying to get some distance to gain some stamina back, or kite them around and then pickup my arrows, or eat some food/bandage.  They loose agro and then all my time and effort was wasted.