Have you read the Gunslinger Guide on the wiki? It's not great, but it covers a lot of the basic questions quickly, so that you can ask more specific questions here.
For armor, you might want to give my detailed armor guide a read. It's not quite finished, but the parts on gunner armor and general armor strategy are ready for you. If you want to continue your current armor line, which is fine, then I recommend Shadowsun.
For guns, you already know that you want one of each damage type. You should also sample all of the styles, because that's a lot of the fun in this game. My advice is to get Umbra Driver, because (A) you haven't tried alchemers apparently, (B) you don't want Grim Repeater, (C) Winter Grave's charge is disappointing due to the freeze, (D) Sentenza/Obsidian are antiguas and hence weak, (E) Biohazard is too weird for your first shadow gun.