Worry not king, because I've just made (almost) exactly what you're looking for:
https://underrail.info/build/?HggGBwkDBwYAWgDCoCgAKAAAeABuZEJMRwAAwqAATABNJAgrRcKMEhMqBsKNXzxLVWJ6wrZ84p-EAeKfjgTip4IC4qe-AeKyiAXisokC378I saw others in this thread went for a more glass cannon-y high Str mindset, so I decided to approach what you want from a tankier perspective. (Yes, you can be much tankier and more mobile than what's been posted while under Survival Instincts and Fight Response; it comes at a cost unfortunately)
There are of course caveats and liberties I had to take because it's impossible to go for everything, so I went for what was strongest out of what you wanted. Because it ends up coming online only later game, you might want to consider playing on Classic instead of Oddity this time around; not that it's impossible on Oddity, but it will be more tedious at some points. Keep in mind it will take more effort to play than the other builds posted.
I'll outline how the playthrough will go and then point out why this builds works and why it might not:
>Starting out, your Strength will be 8, Constitution 5, and Agility 5. Unfortunately due to feat requirements and other factors, I could not make this build start with higher Con. If someone else wishes to, they could modify it, but I don't think it will work as good, or you won't be able to take all these specific feats that synergize.
>Use Mercantile to get two free MT spells from Quinton, and get the two most expensive ones for free. 0 crossbow skill doesn't matter since it's so early on, just savescum and roll the RNG.
>First two stat points into Agi to get Fancy Footwork in time, then all the rest into Con.
>Use stealth and stealth armor to get through Silent Isle without fighting Goliath Azure Beetles (they are probably Dominating only but you can never be too sure, plus you or someone else might want to play it on Dominating later)
>Get TiChrome armor with a regenerating vest (tankier than sturdy vest and no Survival Instincts/Fight Response yet so no need to worry about breaking the thresholds yet) as soon as you can (Blaine from Black Eels questline). It's the only metal armor that stays low enough AP without sacrificing protection. Steel is slightly better for mechanical resistance, but it is higher AP and has no heat resistance, only 5 DT. Exact amount of reinforcing plates is up to you, but keep in mind: having a metal helmet (always soft padding), a single plate armor, and metal boots with striders will give more protection overall and have some extra MPs on top, in comparison to a 3 plated metal armor, which not only is more AP but also worse protection and higher Mechanics required to craft.
>Late game you'll build full Super Steel armor with 4 plates and a sturdy vest (higher max HP means more HP below Fight Response, which means more safety while still kicking ass), SS helmet with soft padding, and SS boots with high density padding and striders, which all in all gives you near 90% or above mechanical resistance (the cap is 95%); and combined with Conditioning and Stoicism will make you nearly impervious to mechanical damage. And all that? Your AP will be only 44% once you have Body Weight Training. BE SURE TO HAVE MAXED ARMOR SLOPING SPECIALIZATION BEFORE CRAFTING THIS! It may only seem like a couple AP points but it adds up and you don't want to waste tens of thousands of charons by mistake before being ready to craft your best armor.
>If you are going to fight your way through Depot A instead of sneaking through (not recommended with lower Con, but feel free to give it a try since you'll have stealth as a backup regardless and it's on Hard difficulty), I recommend sticking with mutated dog leather armor and boots with striders (NOT tabis, you want the acid and mech DT from the leather, 1 DT seems minor but it stacks up extremely quickly) since acid damage is your biggest danger. Try to kill mutants before they can attack you with melee, or kite them (unlikely due to acid entanglement from mutated dogs).
>You have EMP nades, Expose Weakness, and an electroshock generator/energy edge on a sword for dealing with robots.
>Pickpocketing is important since it gives you guaranteed and renewable free access to All In (+3 Int for crafting, stacks with Hypercerebrix for +5 Int total, AND the +15% of crafting benches), but you don't need to max it.
>Late game, the combo of Conditioning + Stoicism + Survival Instincts + Fight Response + near max mechanical resistance is one of the best combinations in Underrail. You get extreme tanking that can only be penetrated by W2C bullets or unconventional damage types (in which case you just down some morphine and a health hypo to offset the damage the morphine gives you when it ends). You get a massive damage bonus in the form of crit chance that applies to nearly all weapons. You have a minor AP bonus that isn't as important as the other things, but since you'll be at low HP anyway, it's nice to have.
Some words of advice:
>Always max your main weapon skill every level no matter what. If you need to sacrifice 5 points on a level to be able to make it for a feat, it won't matter all that much, but 10 points and on that you don't invest into it and it will hurt, especially at such low Strength.
>Focus on stat requirements for feats first, then distribute for what you need. You can't miss out on any feat in this build or you will be forced to sacrifice an ever important feat needed to make it or break it.
>Flashbangs break after one damage hit but last two turns, while stingballs grenades don't break after any amount of hits, but they only last one turn. Stingball grenades are preferable due to Flurry and your mobility with Fancy Footwork.
>Don't sleep on Exothermic Aura, it is extremely effective versus melee NPCs like death stalkers and natives. It can act as a 25 AP cost Escape Artist (unless Premeditated in which case it's 0 AP), but it only works versus nets and not acid entanglements iirc, and it has a high cooldown. Cold spells aside from Cryo Orb are terrible; play around with them if you like but know that they're not good. Cryokinesis can be your long range option early on, but it falls off hard unless you are pure psi. On the other hand, Thermodynamic Destabilization is incredible and one of if not your best AoE damage (just know that it's high damage and hard to tank). Pyrokinetic Stream consumes all your AP and Psi Points until you have no more of either, and it can't crit, so don't use it unless it's a last resort.
>If you are immobilized with no way out, use your ranged options like MT spells or grenades if there is no one in melee range. You will be tanky so it's not the end of the world, just watch out for crossbows and snipers which will be troublesome until you hit your peak with full SS armor.
>Always, always, always go for Coretech, they have the best electronic components in the game. Protectorate or Free Drones doesn't matter since they don't have anything you need specifically in this, but I am always partial to FDs. If you're roleplaying as a knight however, I suppose you'd go for big daddy government.
>Constantine can have some components at higher quality than other specialized vendors if you use Merchant Refresh (Cheat Engine).
>Above all, these types of spread-out-stats builds need you to use every option available at times. I find Underrail a lot more fun like this, because it's easy to make a build that steamrolls the game from the very start and believe grenades, bear traps+gas grenades and TM are the most overpowered things in the game and using them makes you a scrub, but in this way, your actions are more deliberate early on even when knowing what is to come, and you are still very overpowered at high levels to take out your frustration on all that gave you trouble before.
>Once you are on your veteran levels with your best gear, you can walk into a fight with All In active and shrug off all the damage. Save it for tough boss fights you want to steamroll (like Magnar) though since it's not plentiful even if infinite given enough time to restock. I cannot stress enough that you need the SS armor I outlined before for this however, and you might still have to use a morphine.
Addressing possible concerns:
>Escape Artist needs 1 stat point and 1 feat slot that cannot be spared. See Exothermic Aura above.
>Yes, it comes online very late, and it requires the ever-tedious-to-make Super Steel, but at least the latter point can be sped up and savescummed with Cheat Engine's speedhack. As for the former, well, it's hard to combine metal armor, swords, and metathermics all in one build.
>No, Dexterity is actually VERY BAD for swords. Parry and Riposte do not offer anything meaningful and need very high Dex to even begin to come close to reliable, compared to Flurry which only needs 6 Dex and gives you far more attacks than Riposte's limited once-per-turn attack. Strength however, is extremely easy to buff with drugs for extra damage (both from skill and Str bonus) and extra accuracy. Dexterity's only special bonus for swords is critical chance, which is already plentiful from other sources, and is not strictly necessary. Swords aren't a light melee weapon so no AP cost reduction.
>Psychosis is only worth it if you also get Psionic Mania, and if you have both Psionic Mania and Premeditation, you might as well get Hemopsychosis and play a pure psi build.
>Weaponsmith and Recklessness are good if stacked with Survival Instincts but there was simply no space to get them.
Edit: I missed this but you could start with 9 Constitution and 3 Wil instead for way more HP/tanking early on but mediocre psi. Or even Survival Instincts at level 1. Still good with Premeditation since you can cast a spell at 0 AP cost. It should look like this:
https://underrail.info/build/?HggGBwkDBwYAWgDCoCgAKAAAeABuZEJMRwAAwqAATABNYiQrRcKMEhMqBsKNCDxLVV96wrZ84p-EAeKfjgTip4IC4qe-AeKyiAXisokC378One more thing, use tungsten for your swords, it has higher damage and crit damage. Straight or curved machetes are not that different, curved ones just have way bigger crits (but you get decent crits with straight machetes regardless).