Level with a pet if you can because it will help keep you safe. If your pet is tanking all of the damage from the enemies you’re fighting, you won’t have to. The other reason is that pets are easier and cheaper to heal than you are. If you don’t have a pet, make sure you know how to use your defensive abilities. You can’t level quickly if you are dying all the time.
Last I wanna share a curious bug that almost freezes my game and force me to disable the addon. Anytime I add a (Citadel Crossbow [of the Fireflash]) my fps go from 75 to 22, and It's on a paladin, paladins dont even use crossbows. I noticed everytime I put something in my bags the addon takes the math and my fps goes from 75 to ~22 for a while (3 to 7 seconds) and is think it's internal and also think it's fine.
Vol’Dun is the hardest and most tedious of the Horde Zones in Battle for Azeroth. It’s also probably the one that makes the most sense. Each sections of quests leads directly to the one you should do next. For all of these reasons it’s going to be best to get this one done early. Thanks to any legendary items you might have collected in Legion, you’ll be strongest in the leveling process before 115 and weaker after — because that’s when the legendary effects stop working.