Bone is a helm material, as is leather (and shell, but that's rare). Not a very good one, but better than nothing.
If your dwarves are streaming out after someone dies, you need to set the forbid orders (o, F) to auto-forbid death items. Changes here are not applied retroactively. Training is pretty quick if you start with the right dwarves. My usual setup is Teacher 2 / Student 3 on three dwarves, and then Armour 5 / Dodge 5 / Shield 5 shared between them. Usually I get them training at the start of mid-spring, but this time they spent a season mining before taking the picks to swing at each other. I also sent them out to fight animals, but since quite a few of them were flying I think I ended up losing more XP to standing around than I gained from the live training. Once they caught up to the animals it was all over pretty quickly, although one of them did almost get gutted by a giant mantis (all leather armour with bone gauntlets. Works right up until you get hit).
Anyway, by the end of the first year they'd picked up 13, 16, and 17 levels from training, plus two levels of mining/weapon skill from Spring, and had started sharing the non-Dodging skills around.
Kol is nearly a Novice Shield User.
For the first couple of years you do need to do battlefield control. The easiest way of doing this is to have an entrance with changes of direction and level (or doors, if it isn't supposed to have wagon access), so that your squad doesn't get strung out because one of them saw a goblin squad down the corridor and ran off before the rest of the dwarves were ready to move. If you ever get down to one skilled dwarf, plan your defences like you don't have any at all and give that one dwarf a single training partner. You don't want to be put back to embark-year skill levels when the ambushes have already begun.
To get enemies to a controllable battlefield you can wait for them to come to you. Limiting wagon spawn points to a couple of tiles will mean you have to defend only those few tiles, but you still have to play escort to liaisons and diplomats. By the time human diplomats start arriving you should have enough dwarfpower to play escort to that lone dumbass.