Guys... he is a
Kensai. Pardon my tone, but pray do tell how is he going to cast spells from scrolls?
Well, while I have not gone all the way yet with a solo Kensai->Thief on Insane Difficulty, I do know it is possible to survive the first chapter.
As you are on the second level, this most likely means that you are referring to the Mephit Portals, and yes, I do agree, it can be a pain to survive that area, but it can be done.
Make full use of your Bhaalspawn powers. If you have either Draw Upon Holy Might and/or Vampiric Touch, cast these spells on yourself. You are going to employ blind rage tactics. You should also have an Oil of Speed potion( at least two by now IIRC, unless you used them already in which case, I say a prayer for your Kensai's soul). Gulp the potion, cast the spells, kick the door open and
IGNORE the Mephits. Concentrate on the portals, especially the first and the third ones, as these are the ones that spawn the Radiant Mephits. You may want to off the AI, as we want to ensure that your Kensai does not get distracted from the important task of deactivating the portals. When the portal dies, so does its' associated Mephit.
Good luck, and have fun!