https://underrail.info/build/?HgcHCgMLAwXCoEkAAB7CoFBGMkQAU1MjMmUAAADCi04UACsoOSQmFU4CRDtJSsKHwoMWR8KFS2zDnMKewp_Cm8Ktw4vin6IF4qKNA-KnlwPip6oD4rCuAd-_I confidently state this is the best build. Maybe a slightly different feat or skill selection is more objectively optimal, but basically this is it. There is absolutely nothing in the game that this build can't handle. The inclusion of hacking is the only big "maybe"; its a nice skill to have but not necessary. You could drop it and put more points in throwing/stealth/tm; if I were to play it I'd probably take the hacking though. Yell is for popping enemies out of stealth and making noise to lure enemies in.
You will eventually have enough initiative to auto-succeed in some very tough fights that you can't start from stealth, but you have to metagame a bit for that (arguably). With root soda and a jkk vest you will have 45.
Suggested gear is:
Detection NVG, but carry around crit ones for fights in bright areas.
Black Insulated Infused Siphoner Jumpsuit
Bullet-strap Belt, but a doctors pouch in some situations
Infused Siphoner Tabis
Low/Low Efficient shield for general use, a High/High Efficient shield for certain situations (leave it uncharged until you need it)
Rapid Muzzled 7.62 Hornet
Anatomical Muzzled 9mm Chimera for the off-hand with gun rush, or against very tough and tanky enemies
Molotovs (best you can make at the time)/Flashbangs or Stingballs or EMPs depending on the enemy/Cloaking Device
Contraction/LTI/Precognition/Stasis, with Dilation instead of LTI when fighting fast tanky enemies
Mushroom Salad for general use, Stuffed Bat if you suspect traps or stealthed enemies, Root Soda if you suspect a dialogue fight, Laylow for general lategame use in tough areas, and of course Juice basically all the time
Carry ninja tabis for when you suspect crawlers or lurkers or anytime you're trying to stealth past a group entirely. You could carry an antithermic version of your armor for fights where ambush won't be usable, or any time you think you'll need to fight inside of or run through your own copious molotov flames; its also useful in a few key areas. You could even carry some antithermic tabis for total heat immunity if your siphoner tabis don't quite get you there. You can make a silenced smg for stealth kills (you can even drop a feat and take spec ops if you want), but you will be able to handle any fight with your ARs. You can craft your own special ammo and grenades. For a jet, I suggest one of the middling ones, like the protectorate cruiser, the aegis patroller, or the shark; a combination of stable shooting platform and speed.
You will want Hypercerebrix/Jons Special/Lemurian Engineer Suit/Bio-investigative Belt/Boning Knife for crafting. You will want the JKK vest/White Dude/sometimes Heartbreaker Tabis for persuasion (you'll have to guess/metagame when to use them for the harder checks). Sleight of the Night for the harder pickpocket checks, All-in for maximal lockpicking (but its probably not worth it), Jons Special again for optimal hacking. Third Eye gives a big boost to detection, if you really really want to notice those deathstalkers as fast as possible.
Joining the protectorate for omnilube is optimal; if you dislike that option morally you can at least persuade the drones to leave the train, join, then refuse to do any quests you disagree with. You still get your lube.
The attached picture is from basically the same build; if you've never played a stealthy agility/perception build before, this is entirely possible. The trick is being able to do it the first few times come across them.