The Champions League requires not only a manager's strategic prowess but also a solid squad to have a better chance of reaching the final. However, some clubs have managed to win the Champions League despite poor performances in their respective leagues. For example, Chelsea despite inconsistent performance in the Premier League, managed to win the Champions League in the 2020/2021 season. While this is always uncertain, football isn't just about luck; it's also about a club's preparation for the tough competition.
I think it require both coach strategies and players strategies to improve in this new season because there are some strategies some players will switch on without getting such strategies from their coach to prove how experience they are in football. Some coach prefer some players that are ready to follow only their strategies no matter the condition, which is not good for some coaches that have such directive towards their players. Not that the winner of the UEFA champion league managed to win the title, because they scored plenty goals that gave them the opportunity to win the title without allowed the match to end in penalty shootout.
First of all, the mentality of the club in achieving greatness is very important, because at the end of the day, if the team doesn't have a winning mentality, it would be very difficult for them to achieve something big, and to be honest here, this is one of the major reason arsenal has been falling short half way because they lack that winning mentality within the team.
Then as for what you said about strategies, first you need to understand that as a professional footballer, you must play according to what the coach demands from you, not what ever you like, if not, you might be relegated to the bench, and yes, some coaches will give you free hands in doing what ever you wish to do in the field of play, but the core of the team is likely going to play according to the wishes of the coach, if not, he wouldn't be that pleased with his team, but to stay competitive in a competition like the uefa champions league, having a winning mentality is a must, because the mental strength of a team has a major role to play in how far they might go.