Advanced is only *marginally* harder than normal, you should be fine on that.
And yeah, Expert Realism is the hardest mode. Realism is a mode that can be applied to any difficulty and it changes a few things - the player highlights are gone, witches kill you instead of downing you and zombies are more resistant to non-headshots. It makes Expert mode significantly harder (mainly due to the first one - the lack of highlights). You can then, if you're fucking mental, apply Expert Realism mode to a mutation like Hard Eight.
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