Blazing Bleeds & Colossal Criticals
 Zealot Build - Warhammer 40k: Darktide 

I only really use the bolt pistol to to counter snipe and sometimes I unload the mag if I have a good shot on the Yellow blister thing on the Beast of Nurgle's back. Also I only use the Stun Grenades when someone is down in a group of enemies so I can get them up without needing to clear first.
Other than those few situations above, I use the knife.

If anything else needs to be shot...I am the bullet...I use my Fury of the Faithful to dash, sometimes twice, to get to my target, and as long as I get a few crits in the cooldown for Fury of the Faithful will speed up and I can use it again quickly. Note on Fury of the Faithful: If you aim at a specific enemy and not just near them, you can dash a LOT farther than the normal untargeted dash, all the way to that enemy, this can be used to quickly get back to downed allies if they have enemies near them.

If nobody is using a lot of grenades or ranged to clear hordes, I can fight pretty much non-stop while fully surrounded and being attacked, dashing straight into the horde at point blank over and over as my CD comes up and each time I use FF my Toughness refills by 50% and I get a melee boost, which indirectly speeds up the cooldown of FF again.

This build's biggest Danger is Dogs and Trappers. Normally you can just dodge them or use the environment to break line of sight and then ambush them as they approach etc., but the one time it's actually a real problem is when you're in the middle of a horde. Dodging in a horde doesn't really work because once you're surrounded you are effectively body blocked in most if not all directions and getting out of that, from the time you hear the trapper to when you're bring shot at can be very short notice and quite difficult to avoid, also a dog pounce can be just as difficult to get away from sometimes. Saving one of your two Fury of the Faithful charges just to get out of a tight spot is recommended, but it's not always possible to fully keep track of it all while surrounded and fighting for your life.

This is a very fast and high skill cap build, it's not hard to play, but because of the high attack speed and mobility it gives you a lot of opportunity to continue to improve for a long time. 

Note on Game Performance: I will say this build does sometimes lag my PC where other builds do not, I think it's because I'm trying to move very fast and spin around in the middle of a horde quickly, and frequently, attacking things all around me. You may need to lower video settings if you're already having any kind of lag issue for this build to even be playable. If you have a Beefier Rig than Mine, which is not hard these days since mine is a few yeas old (Ryzen9 3900X + RTX 3070 Ti), then you might not have any issues at all. But just fair warning for those with similar power rigs to mine.