While the Thorn Shield will protect from Piercing, it only gives protection while you actually are shielding, simply having it equipped doesn't mean you get pierce protecting.

Anyway to answer your question, the sword bonuses DO stack. There are 6 bonuses; Low, Medium, High, Very High, Ultra, and Maximum which correspond to numbers 1-6 respecitvely. What this means is that with two medium bonuses (or 2 + 2) you get a Very High bonus (or 4) this is still stackable with any Unique Variants that may be on your weapon and with any boosts that may be on your shield (like the Bristling Buckler). Lets say your Iceburst Brandish has a UV of Low damage increase VS Slime and you swapped your Aegis for a Bristling Buckler, your stats will look like this:

Sword Damage Increase (against all enemies): Ultra (2 from each Skolver item and 1 from the Bristling Buckler and remember that 5=Ultra)
Sword Damage VS Slimes: Maximum (2 from each Skolver item, 1 from the Bristling Buckler, and 1 from the Iceburst Brandish)

Now about your armor choices, it really depends on you. If you'd like the attack boost and want to be more offensive then go with the Skolver but if you want more defense (Shadow and Elemental are great to have) go with the Mantle. There is something to point out though that the Mantle gives no Normal defense which almost all enemies use at some point, granted you can shield those attacks. There's also the option to mix and match but that will make you only average in each area in defense instead of strong in specific areas of defense.

If you are covering all damage types then none of them are well protected. It is ok I you leave out something like piercing or shadow if you can instead max out normal or elemental. A counterpoint to that is if your armor provides beneficial bonuses as the skolver line does, then the bonus can outweigh the less useful piercing defense.

If you have one piece of divine be sure it is the viel not the mantle. They have identical stats, but the viel comes with a bonus to fiends.

In the beginning, i also wanted to try the Skolver/Divine mix first(the Divine Veil looks cooler IMO), but armors don't seem to be reliable enough. I try to go with offensive bonuses because of that. The damage bonuses do stack.

I doubt, that damage VS specific enemies can go beyond a maximum. If i press P and check my weapons, they seem to stack up and the Maximum is also visible on damage against specific enemies.

Correct me, if i'm wrong.

There are 6 levels of bonus damage, and you can't go beyond 6. (Low = 1, Medium = 2, ..., Max = 6)

So for example if you had:
Skolver Cap (+2)
Skolver Coat (+2)
Barbarous Thorn Shield (+2)

Then you are already at 6. Let's say you have these two swords, one with a UV and one without:

Nightblade with UV Very High Slime (+4)
Nightblade without UV

If you are wearing full Skolver and Barb Thorn Shield then the two Nightblades will do identical damage. This is because the Very High Slime is going beyond the +6 damage bonus cap.

Now let's say that you are only carrying the shield and wearing some other armor like Cobalt. The resulting damage for the two swords is now:

Nightblade with UV - Medium Damage, Max to Slimes
Nightblade without UV - Medium Damage

So in this case you are hitting max to slimes, but against everything else it will match the non-UV sword and receive medium damage.

These bonuses stack on top of creature weakness. You'll get a slightly bigger percentage boost when hitting slimes using an Acheron with Max vs Slimes than you would using a Combustor with the same bonus.