Well, I restarted the game with more or less this recommended
build.
Compared to my previous crossbow character, it feels at least twice as powerful. I realized that crossbows have insane AP costs compared to firearms.
I could fire 2, maybe 3 bolts previously. Now I can fire at least 3 SMG bursts with my 5 mm gun and even if some of the bullets miss, it's not that big of a deal.
The damage output is way better and I felt more comfortable in combat situations since the very beginning. The Expertise feat is wonderful and I also get AP
discounts for raising dexterity.
There are no penalties for moving and shooting or standing right next to an enemy. Bullets are lighter and even feel more common so far, I can buy or steal
plenty of them everywhere. Special bullets are more rare but I try co conserve ammunition anyway. Special crossbow bolts were a pain in the ass.
I wouldn't say crossbows suck or anything, they are probably very interesting and fun to use if you know how and pick the right feats. But guns are just amazing.
Anyway, thanks for all the advice, made the game way more enjoyable.