The Corsair is one of the first pirate types that you'll encounter. They are rather similar to the normal Bandit Psychos that you'll see in the main game but with a few key differences.
They carry two swords which have much more of a horizontal swinging motion which will allow them to catch you, even if you side step. They also will swing their swords faster than a normal Psycho enemy. Lastly, they have the ability to either teleport or turn invisible (likely the former) which may also remove some status effects.
The method for dealing with them is the same as a normal Psycho. Try to stay just out of range and keep shooting. If you can get behind them or keep cover between you, all the better. Just keep in mind their subtle differences to keep from being caught off guard.