I would say generally speaking, yes, all those builds on steam are mostly optimized, you CAN do better, but that's really up to you to fiddle around with.
Personally, I'd swap out the bloodthirsty shotgun you have on Bessie for the "It's a shotgun", as generally speaking, multi-hit, and omni attack weapons have better damage potential overall, and if I'm remember right, it's the best shotgun you can use until you get all the parts to make the super shotgun, as it's attack is essentially the base for the super shotgun's attack, just without all the added bonuses from the other shotguns, you should easily be able to take out Sybil's group with that one change alone, the regular shotgun hits all enemies twice for 62% base damage per shot, with a chance to crit on every individual hit, while the bloodthirsty shotgun is just a regular attack with higher crit chance, which is easy to find on other weapons, items, or blessings.
To put into perspective, if you use the plain shotgun against Sybil's party, Bessie would go from only attacking one enemy per turn, to attacking EACH of them TWICE, for more damage than the normal base damage overall.
That's six attacks in one turn with only Bessie, and each of them have their own chance to crit.
Also, by far the worst thing I see about your current build, is that you...just plain don't have armor-
Which is understandable if you're hurting on funds, but I strongly recommend you do whatever it takes to update your team's armor ASAP, armor is debatably even more important than what weapons or blessings you pick in this game, that's why they're more expensive than any other thing in the game.
Prioritize your gear in order they're listed.
Focus on picking what armor you wanna get first because it's the most expensive and has the most dramatic effect on your playstyle.
Then pick your weapon to compliment what you like most about the armor.
Then stack accessories and blessings to tie everything else together.
Personally, I also think you should take the cutlass off Dante and replace it with something that either has multi-hit (so attacking multiple times in one turn), or omni attack (attacking all enemies in a single turn), based on what you currently have, Keke's Fury might be your best option here, it'll replace your normal attack with fury swipes, randomly attack twice for 56% damage on each hit, plus decrease the enemy's defense with each hit, it may not be as strong as Bessie outright, but it's better suited for boss fights with a single big target, and it's a free debuff on your enemy that you don't need to use MP to cast. Or better yet, replay the story mission you met Keke in to try and get a legendary version of the "Wolf's Claw" she drops, it's actually a triple attack, just without the debuff. Consider this a tip to replay missions to get items you haven't gotten before, some of the best options you can get are just regular drops early on.
I also recommend getting Agni and Rudra for Dante ASAP, as it lets him attack one enemy four times in a single turn, just be aware that if you fight anyone who is immune to or absorbs elemental or magic damage, you may want to switch it out for something else, Agni and Rudra is the go to end game choice for Dante in my opinion, since you have so many options for things to put on him, the extra damage really adds up.
What you do with Ray is really personal choice, personally I made mine an awakening machine who could easily switch between forms almost at will, that's the main thing Nature's Harmony is good for, but don't underrate the infinity rod either for longer battles, it's good to have both.
Generally speaking you can think of breaking down gear into early, mid, late, and post game items.
Early on your gear doesn't matter much because the game largely expects you to not have much money for big upgrades and you don't even have Mistral Village unlocked yet, literally anything works here.
Mid game is roughly from when Mistral Village is unlocked up to Little Shroom City being unlocked, this is where you're at, it's normal to be confused and feel awkward here, this is literally the part where you don't yet have access to end game weapons and accessories, but you're going to be facing significantly tougher enemies than in the early game, just struggle through, buy your armors wisely, do your thing in the colosseum and training arena where possible, and focus on getting the super shotgun for Bessie, Agni and Rudra for Dante, and your choice of wand for Ray.
If you really wanna get into blessings, before you commit to upgrading anything to level 3, as blessed cores are going to be rare until you get into late game, go back to the Elven Kingdom and replay the fights for the "Dark Elves" contract, every time you beat this, you're guaranteed to get a giftbox (worth 1,000 gold if sold, and used to advance your progress with girls in the village), a basic gemstone (used for unlocking the training arena, fishery, upgrade and alchemical huts, and worth 500G if sold), and most importantly, a blessed essence, which can be used to upgrade any blessing from level one to level two without the need for gold, and can also be sold for 375G if you'd like.
If there's any quest you should be grinding for money or materials, it's this one, as you easily make a few thousand gold each time you replay the fights, and you also get some of the most important resources in the game for doing basically any kind of upgrading for free. The more you don't need to upgrade things anymore, the more you can just sell these things for money to buy things like tier 3, 4, or 5 armor, it's not the most profitable for late game, but to be honest, you really don't need to grind much if at all in late game, as the most drastic resource draw is in mid game.
I won't go into post game stuff for the sake of spoilers, but also, literally anything from post game content is intentionally overpowered.
As a side note, if you really want a goal to shoot for, try and beat Guinevere in the training arena in the village as soon as you can. Her ACCESSORY THAT GOES IN A BLESSING SLOT is the most powerful weapon in the game if used correctly, it grants you a special skill that casts both regen...and zombie on an enemy, making it the only way I know of to inflict the zombie status on enemies, which turns all healing into damage for them, and circumvents almost all defenses in the game, it's basically a death sentence if you can cast it and survive against an enemy that doesn't have the ability to disspell it...which is 90% of enemies in the game, and even then, you can just recast it.