Managing statuses like fire, freeze and shock can be pretty brutal if you're going full Mad. If you're going into a status themed area it's worth splitting your armor.

Given that you have 3 other pieces of armor/helm with the important status resistances covered, you'll probably do just fine using a mad/skolver, mad/divine or mad/volcanic plate split depending on the theme, and making up the CTR loss with an elite focus module.

A split Mad/something set will give you V.High CTR and Med damage bonus. Add an elite focus and boom module and you'll get to Max CTR and V.High damage bonus (Remember that bombs automatically get a Med CTR at heat level 10). Going Mad/Mad with one Elite Boom module will give you max CTR and Max damage bonus, and leave one slot open for a status trinket (fire and shock are your worst enemies, so a wyrmwood bracelet and soaking wetstone should be high on your list).

As for what bombs to carry, it's often a personal or situational decision. I'd suggest the following loadouts as starting points:

Group: Shivermist/GV/EV, Radiant Sun Shards, Dark Briar Barrage and a Levi.
Solo: VT/AoA, RSS/Polaris, Nitronome, Levi.
RJP: VT, AoA, Graviton/Electron Vortex, Levi.

You'll note that all these loadouts include a levi. This is important: you *will* at some point get swarmed, and a bomb isn't going to get you to safety. A sword with a good knockback is essential in these situations. Given you have a GF, you could craft up a DA and alternate between those depending on the level theme instead of going with the levi.