I just did the UGWW today using 3 weapon slots.
My general view is that for this shadpw lair you need:
Elemental sword (blizzbrand/avenger in my case)
Piercing sword (DTB or FF)
and a gun, most likely to ve pulsar line to take down the howlitzers.
I am now keen to get an idea of what weapon loadouts are good for other SL so am asking you guys for help.
Thanks in advance
The wiki article "Shadow Lair" tells you about SGWW, SRJP, and SFSC. Nothing on SIMF yet.
I agree with your loadout for SGWW, although other people on your party should have something like Shivermist Buster instead of the gun.