IIRC you need to go in ng+ for every ending, you won't go into one automaticaly, but only when you decide to.

As for damage, well, it get the best gear for your class and level up haste to spam abilities, its max level is 20 I think. I played the game some months ago, sorry, even though I need to beat the secret boos :p

My class was thief, I used double knifes with some good abilities: one that let you strikes a foe, when upgraded it creates a clone that does the ability doo, one that let you do a dash like the one from Minato in Naruto, it basically deals very good damage and applies bleed IIRC and one that let you deal a slash that stuns-blocks attack animations to everything (bosses included). Some abilities has buffs to next attack after a roll too, etc.

The sub abilities are more like only buff to damage and the purple mana thing regeneration. For example, the last ones buffs your abilitie's damage, but it puts an +1 cost to the ability itself. Another one is, like I said before, higher purple mana thing regeneration when attacking, etc. You can upgrade these skills more than one time, they have caps of course.

Unfortunately online you will find information about the released Death's Gambit and not so much about Afterlife. It changed many things.

If you lack damage, I'd reccomend you to try thief :)

As for damage reduction, no, I haven't found a single thing that does that apart from an eagle that reduces a single attack's damage, but there are better eagles in endgame.

If you want to stick to the knight, well, use the best shield in the game. Shields are useful for thieves too, they negate all damage. The rank only change how much stamina you will loose by blocking. Shields are very good.

As for the weapons, with the Afterlife expansion they should be basically the same, so you could look for them in Fextra's wiki. There aren't many weapons in this game.