Brotato

Set bonuses are your best friend for this character - with that being said I stuck with weapons that came with two class bonuses (Medieval, Precise, Support, etc.) and tried not to double up as that felt like a "waste". That way when you have 6 weapons you are benefiting from the max level of as many different bonuses as you can - they really add up and will be a lot of your initial power here.

I started with the Cacti Club. Getting extra max health and damage right from the start is going to help. Your biggest obstacle as Vagabond is starting with -5% dodge and -5 armor, you're going to be taking 25% more damage right away which makes the early rounds tough. Luckily with a few class bonuses you'll offset the armor negative and get quite a high dodge (Medieval, Ethereal, and Unarmed all give you dodge bonuses).

The only weapon class I recommend staying away from is Ethereal. It's going to give you dodge chance but an additional -5 armor, and unless you're going into a full Ethereal build the weapons aren't really worth it as they give permanent stat bonuses for getting X amount of kills, but you'll have other weapons outperforming it. Feel free to grab one early if you like as the dodge chance and some careful movement can help you out, but I'd suggest ditching it eventually.

You can always recycle weapons you don't like and swap to something more fitting or with different weapon class traits, so I recommend getting to 6 weapons (of any type) as soon as you can just so you're benefitting from the maximum rank of each class bonus you have, then just phase out what isn't working. If you are doubled up on weapon classes, sell the weapon that is doing the least damage or sell it if it only has 1 weapon bonus instead of 2 and you find a better one.

Lastly, I strongly recommend picking up a Naval weapon the first chance you get. Curse in my experience almost always seems to be worth it. Curse is a new mechanic with the Abyssal Terrors DLC. Each point of curse makes enemies have that percent chance of spawning cursed - which makes them stronger but they drop more materials. More materials means more items in the shop to help your build. Most importantly though is when you find cursed items in a shop they are stronger than their normal counterpart. This enhances the positive effect you get on items but also reduces the negative drawback which can make some items you normally might skip worth it. The "Fish Hook" item is great for Cursed builds as it starts you off with 1 point of Curse when you buy it which will start having cursed items and enemies show up, but you can also lock items in the shop that you may not be able to afford yet and each time a round ends it has a chance to be converted to a cursed version.

My final weapons were
Icicle (Precise | Elemental)
Quarterstaff (Medieval | Primitive)
Hand (Support | Unarmed)
Hammer (Blunt | Heavy)
Shredder (Explosive | Gun)
Thunder Sword (Blade | Elemental)

*I had a Naval weapon to get my first few curse points but sold it once I started seeing cursed enemies and items pop up regularly*

As you can see, that's 11 different weapon classes all benefitting from being Level 6 which alone gave me
+15% Crit Chance
+5% Elemental Damage
+6 Armor
+21 Max HP
+25 Harvesting
+21% Dodge
-10% Speed
+25% Damage
+25% Explosive Size
+50 Range
+5 Melee Damage
+5% Life Steal

This is strictly just by having weapons of those types and isn't factoring items, as long as you are buying items that enhance your build this character really just boils down to maximizing your weapon class bonuses early and then finding your groove after getting that initial power jump. By the end I had 36 melee damage and +213% damage which was more than enough to kill anything that came my way pretty easily including the boss.

I hope this helps you all! Have fun with the rest of the DLC, I've been having a blast!