Immortal Guardian Angel Ogryn (DotD Update)
 Ogryn Build - Warhammer 40k: Darktide 

Basic Idea:

You safely keep crowds engaged and give your team room to breathe. You also soften up those crowds with Bleed, Brittle, and increase their damage taken from you and your team. 
If things go south, fly in and revive a fallen teammate, fast.

Core Skills:

These are the heart and soul of the build, I wouldn't change any of them.

• Soften Them Up: Makes enemies you hit take more damage from everyone.
• The Best Defence and/or Smash 'Em!: Get back toughness whenever you swing at anyone.
• Blitz: Take whichever you like most.
• Pumped Up: Gets you some damage resistance and synergizes with Slam.
• Indomitable: Get out of any spot, or to any downed teammate in a flash. All the while knocking over crowds of meat. With everyone on their back for a moment, you have a pretty safe window to revive a teammate too. The skill's cooldown is now half that of the alternative, Loyal Protector. 
  When you cleave through a whole long hallway filled with enemies, buffing your team's speed and immunity with Get Stuck In, it can really help guide a whole team to a better, safer position.
• Slam: You're doing lots of heavy melees and stagger, this makes that even better. Also keeps up stamina for Pumped Up.
• Brutish Strength: Apply brittle to everything you push. Synergizes with Attention Seeker.
• Batter: Apply 4 stacks of bleed at a time with your heavy shield hits. Synergizes well with Delight in Destruction.
• Delight in Destruction: Goes nicely with Batter, giving you +%30 damage resist.
• No Stopping Me!: Otherwise it feels like you're swimming in molasses. It's a build where you're doing mostly heavy attacks, having this skill greatly increases your mobility.
• Attention Seeker: This will keep everything around you consistently taunted, not relying on a skill like Loyal Protector which has had some recent cooldown nerfs.
• Feel No Pain: Makes you all around beefier and more unkillable.

Nice to Haves

In the build above I've made my own preferences clear, leaning towards overall safety and borderline immortality. However you could reasonably change out some of these without altering the build too drastically. If you're a skilled player and feel it's already safe enough, you could increase your own damage with things like Payback Time, Dominate, Beat Them Back, Trample etc.

• Can't Hit Me...Again: This makes it more safe in general. How many runs have you ended, on your knees, in front of a pack of gunners?
• For the Lil'Uns: After adding this skill, plus revive speed on all curios, I can't go back. Being able to dash in with Indomitable, opening up a safe little window, and reviving your teammate in a jiffy... it's nice. Adds to the overall "supporty" vibe of the build and has let me clutch countless runs that would have otherwise failed.
• Crunch!: This used to be buried under Beat Them Back, but is more accessible now. Paired with No Stopping Me!, it lets you get in some even better heavy hits as you wind up and approach your target at full speed.
• Unbreakable and Get Stuck In: I basically only went through Unbreakable to get to Get Stuck In. Buffing your whole team every time you use your ult, which has a short cooldown, is very nice and again, adds to the "supporty" vibe of the whole build. You could reasonably go through No Pushover and save a skill point.
• Pained Outburst: This one just feels super safe to me. Get back a huge chunk of toughness periodically when you take a lot of damage at once. This will also blast a pox-hound off of you if you're the last man standing and need to save the day. Strongest! would be a reasonable alternative, with how much you're pushing for Attention Seeker and Brutish Strength anyway. Toughest! is never a bad choice either.
• Toughness Regen: This is a sliding scale, adjust it to your liking if you feel the build is "too" safe.
  • Steady Grip: Ditch if needed, I like it as a little toughness crutch, but not necessary.
  • The Best Defence and Smash 'Em!: You could go with just one or the other to get down through the skill tree.
  • Stomping Boots: Not needed if you feel it's overkill on toughness regen. Could swap for Trample or even Pulverise, letting you triple down on the synergy between Batter and Delight in Destruction 

Gear

• Weapons
  • Gromm Mk I & Mk V Battle Maul & Slab Shield: Sticking to heavy attacks will maximize skills like Batter, Crunch!, Smash 'Em!, and The Best Defence. Stat dump on cleave, but dumping on mobility would be a reasonable choice too.
    • Skullcrusher: Speaks for itself, softens everything up for everyone.
    • Confident Strike: Yet another toughness regen tool, swap out if desired.
  • Lorenz Mk VII Thugshot: Special sniper. Quicker to pull out, quicker to reload, ideal for dealing with disabling threats immediately.
    • Surgical: Together with the perks this lets you 1-shot just about any annoying disabler.
    • Terrifying Barrage: While something like Blaze Away could potentially up your DPS, you're not doing a lot of sustained, continuous fire anyway. This skill, while often overlooked, helps give you and your team more breathing room while everything around cowers for a moment. This is an ideal moment to immediately reload the weapon before you put it away.
  • Curios
    • 3x Revive Speed. Pairs well with For the Lil'Uns and Indomitable, letting you clutch a revive in almost any situation.
    • 2x each Toughness, Gunner Resist, and Combat Ability Regen. Tweak to your liking.
    • 2x +17 toughness and 1x +21 health. 2 toughness trinkets should be enough to give you a "working pool" of toughness for most situations. A little extra health on the 3rd trinket helps by giving you a deeper HP pool for emergency situations, like reviving other players.

TL;DR

Dive headlong into any mess, keep 'em busy and focused on you.
Get it all nice and squishy for your team to finish off.
Revive anyone, anywhere, no problem.
Pick off pesky disablers, near or far, in the blink of an eye.