Return of Reckoning

In my targeting menu there is no option to target closest or next enemy. So when I tab to target it just cycles through every enemy close enough to target. Can anyone help with this because people in game tell me they have that option?

New to game so didn't know this. Have everything for my Recruit tier but the hunter and protector pieces. I'm level 19 now and see no way to complete the tier and get those pieces, is there a way to do it or do I have to start over?