yeah the card that makes you sacrifice or discard when ever you pump mana into it affected me and heist also

There's also the possiblity of your opponent having played Nowhere to Run, which not only is a removal spell in form of an enchantment, but also allows to ignore hexproof and ward.

While having hexproof will block things from targeting you it will not block things that say "each opponent," "each player," or anything else that doesn't target.

Began the game with Leyline of Sanctity which give me as a player hexproof. However, every spell and ability my opponent played against me affected me as normal as if I did not have hexproof. Thus, I wound up losing the match due to them being able to copy, exile, and then play a card from my hand. Plus, cast cards that dealt damage to me, and cards that milled my library. However when I play against someone how plays with the same cards that I was playing with, then my spells and abilities can't touch them. Where is the disconnect here. Why is hexproof not working for me?

This is not a bug and working as intended.

Leyline of Sanctity will protect you from single-player-targeted effects like Lighting Bolt, but not something like Ruin Crab's landfall milling ability that reads "each opponent".

All of these effects have non-targeting varieties. Hexprof only prevents targeting, so any effects that say "all opponents", "all players", "each player", etc. will still affect a hexproof player.