In order of annoyance:
1 - All of the timed delivery missions (Neither Rain Nor Sleet Nor Skags; Arms Dealing; Customer Service)
There are just too many unpredictable delays that can happen to make you fail that really aren’t your fault at all. If you clear the areas of enemies first, they’re too easy and boring, if you don’t, they’re too hard and frustrating.
2 - All of the timed racing missions (The Death Race, all tiers)
The first tiers are just boring, the third tier is too damn hard to complete without using multiple vehicles to cheat (and also boring).
3 - Any escort/guarding mission that resets itself completely if the thing you’re supposed to protect dies (Statuesque; Walking the Dog; Magic of Childhood)
These are particularly frustrating because they take too long and the things you’re supposed to protect seem to be made of glass while the enemies are too powerful (specially in UVHM). To add insult to injury, if you fail you have to go all the way back to the mission source and accept it again to give it another try.
Please, for the love of all that is holy, cut down on this stuff for Borderlands 3. Those missions are too frustrating for very unfair, stupid reasons. They just aren’t fun and suck the joy right out of the game. If the developers think the game absolutely must have an escort or racing mission for story purposes, try keeping it to just one of each and think of ways to make them less frustrating and more fun. Drop the timed delivery missions altogether. There’s simply nothing to justify the inclusion of those.