Shotgun Infiltrator/Weapons Specialist
 Veteran Build - Warhammer 40k: Darktide 

Overview

Krak grenades for bosses and Crushers. Catachan sword for hordes. Shotgun slug for specialists, gunners, and as a last resort against armoured enemies. Can handle most threats, but only one at a time - when something unexpected happens or your toughness is broken, use Infiltrate as a panic button, escape to somewhere with cover, and then resume killing. Infiltrate is also great for rescuing teammates and completing objectives. The build is well balanced with a blend of ranged, melee and defensive talents.

Snipers, Flamers, Bombers, Gunners and Shotgunners

Specialists are the main cause of wipes IMO and you're perfectly suited to take them out. You can use slugs from the shotgun at very long range, with headshots taking out gunners instantly (bodyshots will knock the target down, which is still good for reducing pressure on the team). If you need more time to line up a shot while hordes are clawing at your back, you can dip into your Infiltrate. If an enemy survives the slug and is on the floor, you can easily finish him off with some conventional shotgun shells (the Agripinaa has great ammo capacity and can fire very quickly when you aren't loading slugs). 

Shooters and Stalkers

These are very easy to handle with the quick firing conventional shotgun shells, with a headshot being a one-shot kill (use aim-down-sights to ensure the pellets land on target!). You can also snipe them at long range with the slug. 

Hordes

Your sword's light attack is great for annihilating swathes of groaners and poxwalkers, and your heavy overhead attack can usually one-shot bruisers. I don't recommend using the shotgun against hordes. Exiting stealth will suppress some enemies (poxwalkers are immune to suppression!), allowing you to jump right into the middle of a horde to relieve pressure on a surrounded teammate, then slaughter the chaff very easily.

Monsters

Your krak grenades will take half the health off a monster, but after that you don't have the ability to rapidly burn ammo like a bolter or flamethrower can. Optimal strategy might be to keep teammates safe while they handle the boss. Alternatively, if you dealt enough damage with your grenades, the boss might focus on you for a while, allowing you to dodge and riposte with your sword while your allies deal the damage.

Crushers and Maulers

A krak grenade easily kills a Crusher, and can take down half a dozen Maulers if they're bunched up. After these are gone, your shotgun slug deals steady damage to single targets, with a very powerful stagger (it will knock down a Mauler, and a Crusher on a headshot). You can alternate this stagger between targets to keep them from surrounding an ally, and you can evade elites with Infiltrate if they get close to you. The slug will kill a Mauler in around 3 shots (depending on crits and bonuses), while a Crusher will eat 6 to 8 slugs to the head (while being thrown around comically). 

Ragers and Mutants

You can deal good damage to these if you see them coming. They'll die with around 3 slugs to the head. You can resort to conventional shells if you're pressed for time, with the Ragers dying in 4 and the Mutants in 6. You'll probably want to Infiltrate away if you get more than one Rager in melee contact with you, unless you're very good with your sword's riposte.