Personally I am happy to loose in the CL and CUP as there is no actual benefit to it other than the trophy cabinate, I prefer to keep my training levels higher for league matches and will try to use the same first team front players to get the top scorer in the league. Loosing the cup and CL early gives be better energy for the Association matches which gives tokens, health and moral then you just have to hope you get a good player on special sponsors and in the Academy.
It is a pay to win if you want to win all the cups, it zaps all your rests, moral and tokens, I am considering using a sub team for cup and champions league,
A shame you cannot have a squad preference for League, cup and CL, I am in work for some matches so cannot log in to change the team