1) There's nothing wrong with skolver for a sword/gunner hybrid. Lots of high-tier players use it for a lot more than just lockdown.

2) There really isn't any reason to make a new character except the simple exercise of repeating the first few missions. If you don't like your equipment, you can always make more and run the same character with your new gear.

3) That's a pretty standard loadout, except for the shield. A BTS might be a more typical choice.

But if your problem is boredom, then why are you building this character with such a standard loadout? No bombs? Nothing unusual?

Skolver is fine as armor, it's just not as good as vog and other armors with fire/shock resistance due to black kat being considerably awesomer with its swanky damage high + MSI low + freeze resistance... but all things considered, skolver is pretty much exactly as good for sword/gun users as nameless, vog, all the rest up until you get to that level of purchasing power. I'd strongly consider using your old character so that you can end up with a character that has both skolver and another newer armor.

But should you still want to create a new character or consider the options you listed in the OP-

Voltedge would save you crowns if you play lockdown but might prove to be a hassle to get. Glacius on the other hand follows the same boring upgrade pattern that we all know and love. In terms of actually using them, glacius will keep them there guaranteed unless something hits them and frees them while voltedge will just kind of slow them, but will do damage. You can stack glacius's charge with a blitz or grim repeater charge, and that can give you an edge so overall glacius is probably going to be a bit stronger. Which leads me to the next point-

Swap in hail driver (or nova driver if you'd prefer) for argent peacemaker. With maxed out charge time reduction and damage from chaos, there's really no reason not to abuse alchemer charges to accomplish high damage. Argent peacemaker on the other hand will cap out on damage early and has a rather lackluster charge. You could go for a shock knight thing as well, and go for voltedge + storm driver, which would really be aimed more at killing slags exceptionally quickly and less at making yourself the strongest ever.

I would also think about getting fire retardant/shock protectant gear to match your other pieces- Seerus is perfect for this as it doesn't jeopardize your gun CTR as is vog for fire. Having these will move you away from the one-shot range (i.e. a stray bullet hits you, stuns you for a long time via shock and you die, flat out) into the three to five shot range or so.. and I'm not saying that perfect play is beyond your capabilities, just that it's nice to be able to relax a bit and not be constnatly at death's door.

And lastly for an upgrade path it's important to keep in mind that iron slug is only normal at 5*, and that it's crazy charge is only going to be crazy when it can charge quickly- I'd get it to 4* and use it to fight fiends as a mega magnus, and keep it as something of a long term goal. The other guns and swords in the set all get their respective attack patterns by 3*, so you should be fine there.

You have made various threads about the same topics from your old account. Why do I feel you are doing this to get attention.