Well, as someone who started out as a hybrid sword+gun and now extends that into bombs as well, I've got a pretty diverse arsenal I can give you some recommendations on:

I might advise a Callahan if you're looking for a good gun to bring along. It's great for staggering enemies, and if used well it can make those battles against hordes of devilites a lot more manageable. You'll have to get used to the standing still bit, but once you do it's a very powerful gun. Just be careful if you ever choose to use the second shot, especially around a devilite.
I'm also a fan of the alchemer/driver series, so if you're thinking of a shadow gun then the umbra driver is a good bet, though I myself use the nova driver and have the sentenza as a shadow gun. Either way, alchemers work beautifully as a sidearm. If you're a bit away you can just swap to it and pop off a round, then swap back shortly afterwards.

As far as bombs, I was in the same base as you until a bit ago, but I recently amassed a nice arsenal of bombs. The Electron Vortex is definitely a fun one for comboing with swords. Using the electron vortex with the hammer's charge attack is just so much fun.
If you want to try to get into actual bombing, the Dark Briar Barrage is a nice place to start. It doesn't cause any knockback so you don't have to worry about screwing over your party (or yourself) if you mistime, and it causes quite a respectable bit of damage. I really think its true value is in the staggering, though.

I'd certainly advise levelling up that blackened crest into a crest of almire, but otherwise it sounds like a great bunch of shields.

As far as other swords go... I like my Gran Faust, and if you've got at least a third weapon slot then the curse is an acceptable cost for using the charge attack because that thing spreads curse quite nicely.