Divine Veil
Deadshot Mantle
Swiftstrike Buckler
Sentenza
Agent Peacemaker
2 damage trinkets
So if I am correct, with this set I would have
Gun dam = vhigh
Att speed = vhigh
(using Agent Peacemaker) dam vs undead - vhigh
vs fiend: med (<- irrelevant)
Also should I use cattalan or iron slug?
I'm thinking cat would be a better choice as it has a chance to stun (and it does piercing damage so I would have all pierce/element/shadow)
Also, I could get UV's to give mantle more normal defence.
I plan to use this on vana runs, and as far as I reamember he's is resistant to dam other than normal in final stage, right? So maybe swap cat to a blitz.
You'd have a +8 damage bonus against undead with your AP --- too bad it maxes out at +6. You'd also have +6 against gremlins with the Sentenza, +6 against fiends, and +4 against other monsters.
There are several recent threads on Callahan vs. Iron Slug; they might be on the second page of the Arsenal forum now. Check them out. The consensus is that Iron Slug is terrible (I've never used it). Also, you definitely want piercing, elemental, and shadow, as you've said. Callahan is really fun, and it's more mobile than Biltz/Plague, but its damage output does not match Blitz.
For Vanaduke fights, don't worry too much about his resistances. Blitz does tons of damage. If someone in your party is freezing, then you want to break the freeze as little as possible, by delivering huge charge attacks. That's why people like Blitz. If you're in a party of Blitzers, then the damage output is astonishing. On the other hand, if you're solo, then you'll probably want to revolve around Vanaduke with a highly mobile gun such as Argent or Callahan.