Lucifer is a perfect sting & go weapon, in which you can detonate the blades with a reasonable range and get shielded at the same time.
Coyote-A works If you want to get your enemies pushed away for more space.
I wouldn't recommend Pandora too much. It is slow thus you can get hit before doing any combination move.
I'd suggest you'd use the Bow Gun/Gatling Gun to get the Disaster Gauge full in any case, as It may result helpful later. Don't overdo It, though.
Use Gilgamesh and Rebellion in close ranges wisely. Any move which would require seconds to execute can be fatal.
As for styles, Trickster is the ideal one.
Swordmaster/Gunslinger/Royalguard/Dark Slayer require some training at Bloody Palace. Try not getting hit with those styles at 2-3 stages in a row i.e.: Stage 25-26-27.
Bloody Palace is the key to success.