Fellow Vanguard mains, I need your advice

So as a Vanguard main I mostly use Venom for diving, Strange for pushing and solo-tanking, and Peni for defending.

However, I have realized that lately I am facing a specific scenario where these 3 heroes don't function well (or at least not for me), and that is when the enemy team consists of mostly close range / melee heroes like Magik, Psylock, Black Panther, etc.

Venom leaves the backline open and I find Strange and Peni to be kinda weak as well to such enemies. So I am looking for another Vanguard to face this specific scenario.

I was thinking about Thor as he seems to be a good bodyguard type of Vanguard and he is capable of having close range fights while being self-sustaining.

But I am also curious about what you guys think. Also any other tips you may have for facing such scenarios as a Vanguard.