Just to narrow it down a little...
It would start as:
Str 3
Dex 8
Agl 6
Con 3
Per 10
Will 4
Int 6
I would go for max Guns, just a bit of Throwing, a lot of Subterfuge skills, some tech (to craft silenced guns and maybe bullets and maybe grenades). Also Persuasion and maybe some Mercantile if I have any points left. So it would be a thief but using (silenced) pistols and (silenced) SMGs instead of crossbows. Maybe even chemical pistols. Would ignore assault rifles and sniping, no strength to wield those. Also planting traps and mines before the battle, using nades on groups of enemies and flashbangs to stun and retreat.
As for the feats, I am not sure but would probably go with Expertise, Packrat, Aimed shot, Spec ops, Commando. And whatever else to become more mobile and sciency-crafty.
Would this give me enough firepower to go through the game? Also, another fragile character but I am hoping that stealth, high initiative, extra movement and such would keep me alive. Lots of hiding, hit and run.
Looks good on paper but then I thought the same thing with crossbows...
I would go heavier on the minmaxing, especially if this is your first character(and difficulty level is also relevant here, but I will assume that you are playing on normal). Here are some of my thoughts as a presumably average-skilled Underrail gamer with a few characters and 200 hours under my belt:
If you want a stealthy pistol/SMG build you don't need 10 perception by a long shot. What you want on the other hand, is to max out dexterity, because dexterity decreases action point cost of firing pistols, SMG's and knives. I would also look at what your defense is going to be, because there will be a point in the game where you will get attacked, regardless of your skill at subterfuge.
To start this off, let's talk a bit about armor penalty:
Armor penalty reduces your dodge, evasion, stealth and movement points directly proportional to how high it is (not sure what the exact formula is). So lower armor penalty is better, but armor with lower armor penalty also offers less damage reduction, and herein lies the problem you will have to figure out.
Normally you either go for high health or high dodge/evasion. However, the latter will spread you thin on skillpoints, which is a major concern since you say you want to go with guns, throwing, stealth, several other subterfuge skills, crafting AND talking skills.
So basically you have to decide if you want to be a stealthy dodger/evader with very light armor and fewer skillpoints to spare, or a more tanky character with higher constitution, but also inevitably poorer stealth due to having to wear armor with a higher armor penalty. The most important part here is to have a plan, because Underrail is not very forgiving when it comes to placing attribute points and skillpoints all over the place.
With that in mind, let's look at those very things.
If your plan is stealthy gunslinger, I would consider something like this:
Str 3
Dex 10 (extra points go here every time unless you have a well thought out reason for not doing so)
Agi 10
Con 3
Per 4
Will 3
Int 7
This is a build that aims for SMG as main damage dealer, with throwing for grenades, and light armor with dodge/evasion maxed every level and possibly Nimble feat as defense. This is a build that works, and SMG's in particular are very strong main weapons.
As for the stat allocation:
I've already covered dex, strength it self explanatory, and high agility is simply to give you as good defense and stealth as possible, and the feat "Blitz". The agility is sort of negotiable though. Con 3 self explanatory dump stat. Per 4 just to avoid penalty to guns. Will 3, if you really want talking skills and you have points left for it (I doubt it), you can bump agi down to 9 and will up to 4, but in doing so you forsake the feat "Blitz", which is an excellent feat.
Int 7:
The only crafting feats you get at 6 int is Armor Sloping, Weaponsmith and Ballistics. Armor sloping is useless since you can't use heavy armor, Weaponsmith is useless unless you want to incorporate knives into a high dex build, and Ballistics is so-so, and not worth wasting an attribute point on imo. I'd either get int up to 7 (you should decrease perception anyway, so no problem here) or keep it at 4 just to avoid penalties. Int 7 gives you all the crafting feats you could be interested in, both offensive and defensive ones, and even ones for chemical and energy weapons.
As mentioned before, with this build, dodge/eva should be maxed every level. So should really most other things you decide to level up in this game, with some leeway for stuff like biology granted that you know what you are doing and what level you are aiming for. If you want to discard all of this build advice and just take a single piece of advice, the most important I can give is: Don't spread yourself thin. This is a game for specialists, not jack-of-all-trades.