If it's the final part of Horizon your stuck on your best holing up on the little balcony to the left of the tower where the console is located. From there you can only be attacked from one direction, you have plenty of cover also. Husks will spawn there aswell however, but they are relatively easy to take out. As far as the Praetoriean is concerned, just keep moving and attack it from as far back as possible, I did my Insanity run through a while back, so that is roughly what I can remember doing. Adrenaline Rush and a sniper rifle is good, also if you have the DLC for the Mattock rifle, that wouldn't go amiss.
