This first section is pretty simple. You are pretty tough and you've got a lot of ammo so just keep firing. Use your high caliber ammo to your advantage and blow up cars to kill enemies quickly. Make your way into the hotel, upstairs and to the back to make it to the elevator. This should take a minimal amount of effort.
When you are attacked by the chopper, shoot it down. Just keep shooting and eventually it will go down and take your armor with it. Jump to the next elevator and then when you get off, you'll have to beat the clock to get to Makarov. Keep pushing through and go up the left flank. You'll have a cutscene when you've almost got him where you nearly fall to your death but save yourself, climb back into the hotel and continue your chase. Make your way up the stairs, run and jump onto the helicopter. Melee both enemies here and then try and gain control of the chopper. When you get up, you'll have a series of quick time events. Do them and you'll finish the final chapter.
