Yeah, he is tough. Hits hard, hits fast, and doesn't give you much openings. I think I played through the game four or five times now, but when I wanted to farm sunlight medals through co-op support, he was usually the boss where you got summoned the quickest, so I probably have fought him 20 or 30 times now. And a shield is just amazing.

The one boss that I never defeated by myself is the one in the big hidden area. Even with 3 player co-op that one took me a lot of tries. I have no idea how people beat him alone.
The Princes were also really tough when I first encountered them, but once you have them figured out you actually can very well dance around them. This really is one of the things that make all the games so utterly fascinating. You can work your ass for hours and dozens of tries the first time you play the game.
Iudex Gundyr was really tough the first time. Now I start a new game and easily kill him before he can even transform into his second phase.
There is always a temptation to think "the thing I just did avoided getting hit and dealt a bit of damage to the boss. If I can repeat this perfectly for 5 minutes without break, I can beat him." And then you try and try and try until you nail it. But then later you see videos of someone using fire or lightning damage instead and killing the boss with four hits in under 10 seconds. But it just never occured to you that you might be using a really weak attack form.