IIRC, burning effigies outright turns off multiplayer for like an hour. I LIKE the multiplayer. I just don't like getting invaded constantly.
That is just how Soul games are though, any advantages often come with an equal disadvantage. Co-Op is a huge advantage but you run the risk of being invaded as a result; honestly from my NG+ experiences Iron Keep is waaaaay worse than harvest valley for invasions.
Harvest Valley is pretty easy even on NG+ and onward, the area is pretty short and strait forward and the Covetous Demon has a pretty simple attack pattern with some clear tells (if you shot out the pots hanging from the ceiling the hollows that drop will keep it busy for a few moments), the battle is even easier with magic. Banefull queen is also pretty easy; once you drain the poison she's really easy to dodge, you could summon the NPC phantom (the jester) and let him solo the boss (not sure if burning human effigies effects NPC summons).
That being said Smelter Demon isn't getting any easier; might want to summon human help for that boss fight; serious that boss can go die.