Vog Cub is popular because of the Sword Attack Speed Increase paired with FSC friendly Normal/Elemental/Fire mix. I like the Grey Feather also, I do wish it had some offensive bonus though instead of being a purely defensive set.

Your idea of making three sets to cover the different instances is quite ideal but will be expensive. If you can swing it, that would be great. Never bring the skelly suit somewhere that has fire though, even if you are fighting undead/fiends. The negative fire resistance will burn you badly.

For option 2, I would recommend mixing Divine Veil with Vog Cub. You will lack any piercing defense so will have to be careful around jellies/wolvers, but at least you are doubling up on Elemental.

Consider this too, going full Grey Feather set is usually more optimal than doing half Divine Veil/Grey Feather. This is because the Normal defense is so much more useful than Shadow in most situations.

@YongChi note that shield and armor defenses don't stack. Shield defenses are only applicable when the shield is active, so when an Alpha Wolver bites it is best to simply dodge instead of relying on shielding to keep you safe. In T3 an Alpha Wolver will break right through a 5* Barb Thorn Shield despite the piercing defense.

I think that the game designers purposely left out the perfect shadow armor, that way people would have to compromise something in FSC. (Of course, everyone ended up with Vog instead, but whatever.)

If I'm going into a fiend area I'll put on my best Normal/Elemental armor and then grab a Shadow Shield. I have a Dread Skelly Suit but never use it due to the fire issue. The Skelly shield and Crest of Almire can take a lot of Devilite junk before they crack. That lets me move in close, wait for someone to toss some junk them move in for the kill. A flourish will help make quick work of them too. For Greavers you have to interrupt their attack and try to only aggro one at a time. That is the safest way to deal with them. Aggro one, wait for it to start attacking, do one swipe to interrupt then wait again for the next attack. If it is the last one or if it is almost dead I'll finish the combo to take it down.

On the Gate Map just mouse over the icons and it'll tell you the name of the area. The name will cleverly describe the most common monster there and the status type. So Lichenous Lair Toxic Union is going to be poison slimes, mostly. There will be some silkwings and constructs tossed in for fun, but mostly slimes that are mostly poison. Since the gates rotate continuously, if you get to the elevator and the next level isn't something you want to face just wait there a few minutes and it'll rotate out. The exceptions are depths that only have one area or the ? depths, which are randomly chosen when you step on the elevator.

Yeah, make the Grey Feather and Skolver sets first to see how that works for you. If you still want to try out Skelly after that feel free. I would definitely prioritize those two first.

A few weeks ago there was a fiend strata just before FSC. It was giving me issues so I donned my Dread Skelly Suit and fared much better. There was no fire area there so that aspect didn't give me issues. Other than that, never.