Between the greyfeathers and the divine sets which would be better?
The greyfeathers has normal defence and no shadow and the divine has no normal, but shadow.
The divine seems better, right?
Also, what sword would be the best paired with a leviathan. I'm thinking one of the fast blades?
Divine Veil is better than Divine Mantle, due to the bonus fiend+2. And you don't want to wear both Divine pieces at once. So Divine Mantle does not fit into any perfectly optimized armor set. Sorry. How far into that alchemy path are you? Even if you're already at 4-star, it's not too late to switch. More than half of the cost of making a 5-star item comes in the final upgrade from 4-star to 5-star.
No sword pairs perfectly with Leviathan, because Leviathan is a sword for people who use only one sword. As soon as you're using more than one sword, you want them to be of distinct non-normal damage types. For much more detail, see my sword guide.
Edit: Sorry to be such a downer. The truth is that Grey Feather Mantle paired with some normal+piercing or norma+shadow armor would be fine. Divine Mantle paired with some normal+piercing helmet would be fine. You can play the game with these sets. They're just not the best.