Definitely check the sets section of the codex to have a look at all the possible set affixes. Use rubies to experiment with legend affixes and amethyst for the set affixes.
Also your biggest first priority is to make a farm build fairly different to this build and spam farm floor 101-200 for the best gold and item drops. Floors below 101 or above 200 have severely deminished item drops from enemies and enemies on top of that are harder but at least at floor 500, you can get +5 tier rarity in crystals for easier finds of ultra rare crystals if you don't have treasured perk or eternalized. Floor 500 very easy is a good priority since crystals never cared about difficulty.
For farming build , do it on a difficulty where you can instant kill enemies from floor 101-200 for eg. Make sure you have very high item drops, luck, some gold find to afford for ascensions.
Also quest stones for an exp farm build which can easily be got at floor 500 or so. Quest mythstones.
As well as this , look into Mythics. Easy unlock here:
Most definitely choose a Resource Mythic since any part of the character can use them. Blood magic counts but its not the best idea. I would recommend Energy Mythic for doubled damage provided you attack a lot. Discordance + multi attack and special attack to really buff special skills as long as your primary skill is high damage like Gauntlet.
As far as damage , Gauntlet has highest BWD which can be translated into both MH primary skills and special skills. Choose hero points into fortune 20 for good farming and 20 into your special skill as well as make sure to have 200% WD on said Gauntlet , 4+ All sets (A good place to start is nadroji ring and amulet or Elixir Mythstone per jewellery).
Invest in Power 99 (never put into mana or HP unless arena for best damage in campaign unless it helps with resource mythic) as well.
You can change special skill by using Amber crystal as well. Jasper to change other class items to your own class for some great advantages too.
Add 25% quality per weapon for best rerolls and damage , 200% WD, max power, hero points to your special skill, 100%-300% ED on gear (100% shock damage in your case) , invest in nature using beryl crystal (greed for gold find , luck for luck, elements for ED%, strength for crit DMG, et) ; make sure to experiment with Obsidian crystal or find a crystal legend to get 225% crit DMG and 45% crit chance , use dodge and block , add Legend affix 50% glasscannon .
As far as sets. Well you can research into what set affixes you can use. For shock, I would use Electrocution set and Demonic set combo or shock + vampiric touch for bleed , also 100% High voltage up to 300% high voltage.
For general damage sets, use Momentum + move speed , Defiant for easy 25% DMG increase and a further 25% increase when almost dead , Pathfinder to increase DMG when you invest a lot in dodge , Rage set to increase crit DMG when you have high crit chance , demonic to increase DMG by 100% to combine with the 250% increased DMG (50% per stack debuff) on electrocution with enemies at low HP, explosive 400% legend affix if you like explosions. Angelic great for increasing Attack Speed along with attack speed affixes for primary skills.
If using orb, you can use Reactor set to make orb have a reaching range if you want to and extra damage, aftermath for Meteor and Shatter for movement and damage.
Also if you do find legends with Push the Limit , use them. Push the Limit increases all MH and OH damage by 50% which is much more than just 50% glasscannon since it affects your base damage entirely. You can also use 50% Barbarian with plenty of mana to halve.
Anyway just don't be afraid to experiment , farm as much as you can without hesitation on a easy floor below floor 200 or easy mode floor 500 , do as many ascensions as possible , look into codex if you're not sure what a term or affix means when their description isn't as clear and keep it up.
I wouldn't advise floor climbing until you at least established the farming basics to get resources easier or easily. Floor climbing to 500 for very easy mode to farm crystals is OK however but as always in a farm build , make sure to have lots and lots of Item Drops% which can be done by legend affix or Fortune Mythstone.
Another tip; Don't try to mix farm build with PvP build and floor climbing build as you WILL have difficulties maintaining it. For farming, focus on farming with some damage. For floor climbing, focus only on damage as well as dodge, block and movement and using things such as stun, freeze , taunt or fear to disorientate enemies.
For PvP, only do what is best for PvP such as use shock, focus a lot on damage reduction and HP because it matters unlike in high floor campaign with some damage. Do PvP when you can afford crystals easier too.