Getting one sword of each type (piercing, elemental, shadow) is exactly what you want to do.

Shivermist Buster (freeze bomb) complements swords very well. Electron Vortex might also work well.

I echo the recommendation of Divine Veil with Skolver Coat.

Consider Acheron instead of GF. I love them both, but I've found that the hardest shadow-susceptible stuff in the game is gremlins on Strata 5 and 6. They are a bit fast for GF, so I prefer Acheron for them. And Acheron is also fine against slimes. So sadly I don't use my GF much anymore.

Final Flourish is identical to BTB in regular attacks. Its charge attack damages one monster heavily, while BTB's charge damages several monsters less. Just something to consider.

Snarby farming is pretty easy and fun. No need to avoid getting the snarblebarb.

I largely agree with the other respondents here. BTB is just as easy to get as FF, because the Snarbolax is pretty easy. Whether BTB or FF has the better charge depends on your playing style. Imagine that you're in a fiend-themed level. You charge up your piercing sword and step on the party button. Four fiends appear in front of you. Would you rather knock all of them down, and come back to finish them off (BTB), or kill one of them, and come back to finish the rest of them (FF)?

I buy two-UV tickets from Punch, and have had decent luck.

I agree with the people saying BTB is easy to get; it's only 10 Frumious Fangs, not to mention T1 is easy enough. Not saying that BTB is better than FF, they're both great piercing weapons.

I also agree with jdavis about using the Acheron over the Gran Faust, but that's just my opinion. Gran Faust is better for knockback, while Acheron has more DPS and is faster.

Anyways, back to your main questions:
I would have to suggest getting just the Vog Cub set only because of its elemental defense and fire resistance because it's generally more useful than the Skolver's piercing defense and freeze resistance (I'm thinking an option more fitting for the end game: Firestorm Citadel). And for the Damage Bonus that the Skolver provides, you could get two Elite Slash Modules which is a cheaper option than getting another whole set in the short run (you'll have to buy two trinket slot unlocks for every 30 days). But if you do get the trinkets, not only will you have the VH Damage Bonus but you'll also have the VH Attack Speed Increase from your Vog Cub set.
For your last weapon, the Shivermist Buster would compliment your other weapons well. But once you reach the Firestorm Citadel, you'll probably want/need a gun.

For UVs, I'll just tell you what I think about them myself. I usually don't aim for UVs and get used to running levels without them, which overall makes me a better player than those with a bunch of Maximum UVs and such, not to mention it's cheaper for me. :D
But if I do decide to get UVs later, I just try my luck at Punch's wares. I've only been at Punch once for my Divine Avenger and I got a Damage Bonus vs Constructs: High, which is not bad at all. ;)

Yes, advanced players have multiple sets. First get general-purpose armor; then get specialized armor. For example, go with Skolver Coat and Divine Veil to cover all your bases (and get some nice bonuses). This is my default. Then get Vog Cub Coat and Cap for FSC. And feel free to mix them, of course. For JK runs I wear Skolver Coat with Vog Cub Cap, because Divine Veil is less useful. (Skolver Cap would be even better.) For shields I like Grey Owlite and Barbarous Thorn. I haven't looked into shadow shields. Note: If you want to do a service to the community, then consider armor other than Wolver-line; there's far too much of it around.

I'd suggest a Grey owlite shield, its very common but with good reason.

I run mine in FSC and can still take one of vanadukes mace hits, so you dont NEED to go for the Dread Skelly shield but just my two cents.