Fun Martyrdom Build
 Zealot Build - Warhammer 40k: Darktide 

This is just a first draft, more will be added once i get around to it.

Introduction

This is the build i use the most on my Zealot, i have not checked out other peoples martyrdom builds, so i dont really know how other people build for this particular keystone, but this is the build that works for me personally.

I find it to be a very fun build that works on all difficulties as long as you know what you are doing.

The main points when it comes to this build is of course the critical strike/bleed/cooldown reduction trifecta that you see in many Blazing Piety build, except that i am utilizing the Shred blessing in combination with the attack speed from martyrdom to make up for at least some of the critical strike percentage i am loosing from not using Blazing Piety. 
 

Some player might advocate for using Thy Wrath Be Swift since it also works against ranged stagger although the description of the talent says "melee stuns", but if you use positioning, Fury of the Faithful and well timed slides and dodges, this should not be much of an issue when combined with Gunner Resists on your curios. 

You also have the option to quick swap to the revolver for a quick headshot, even if you dont kill your target it should still stagger them out of their shooting animation, although i suggest being a bit more careful around Reapers.

Weapons
 

For this particular iteration of the build I have set it up with an Mk IV Tactical Axe, utilizing the Headtaker blessing as my preferred damage boosting blessing, and Shred for even more damage, but more importantly to make up for the lack of Blazing Piety as i mentioned earlier.
I also have Maniac damage due to the high percentage of enemies with the "Maniac" prefix that you will encounter on the higher difficulties, and i picked more critical strike instead of Flak Armor Damage to combo with Shred and Scourge.

For the ranged weapon i suggest the MK IIa Revolver due to its high damage per bullet, its precision, and its very fast draw time that will let you transition fast and smooth between melee and ranged combat. 
I am using Surgical/Crucian combo for the latest iteration of this build since i dont use my ranged option to kill carapace, but you could swap Crucian for Handcannon if you want more anti carapace options.

The boltpistol is another great option for this build if you dont wish to use the revolver.

Now these are just the weapons i added to the build because they are the ones i am currently using myself, but this is a build that will work very well with other weapons as well, basically stuff like the Eviscerator and the Catachan Sword will be great with this build as long as you have the Shred blessing. And it will work very well with both the knife and the dueling sword. 

I would not consider using this build with the Thunder Hammer for obvious reasons.

I have also been testing this build out with Combat Axes as well, and while i think this build can work well with this weapon type, i personally find them to be a bit too slow and/or lacking in cleave to be truly great when utilized for this particular build.

Curios

For my curios i have just gone with 1+ wound across the board as is standard for martyrdom builds, i also went with a three stack of 5% toughness, 4% ability cooldown, and gunner resist.

Playstyle

Now, with the MK IV Tactical Axe i dont use the heavy attack very much, i mostly spam light attacks with a few push attacks mixed in when appropriate. I am relying on the fast attack speed of the build and the critical strikes to basically rip through anything from Crushers to Mutants. 

Fury of the Faithful has a lot of utility value for this build as it does for any Zealot build really.

With Shred and Scourge working in tandem, you will have a relatively high up time on Fury of the Faithful, so dont be afraid to spam it, especially vs hordes since you will get the ability back very fast.

I pretty much use Fury of the Faithful the same way i would for a Blazing Piety build, charging Maulers and Crushers for its anti armor capabilities and to apply bleed so i can get my crit chains going, and as a damage boost vs any target really. It is also a very good for instant toughness regen.

I also use it to stagger Ragers giving me more room to do damage without having to disengage from their attack chain.

The revolver is mostly used to kill specials and disablers. Since it has a very quick draw time you can basically just create space by either pushing, charging, dodge/slide or any combination of the three, draw your revolver, kill the specials and quickly transition back to shredding the enemies in melee range.

Note:

This current setup is using Bleed for the Emperor instead of Vicious Offering since i am mostly relying on light attacks, but Vicious Offering is what i would run if i was running the dueling sword or the knife.