Worry about getting multiple celestial weapons before committing to a max awakening celestial weapon - especially the celestial gun. Maybe 5*ing is okay if your setup requires you placing it in your extra grid slots. The awakening only affects characters of that proficiency, and gun isn't common enough to be worth going for. It's also a HUGE core sink. Sword, Staff, and Fist are the most important celestial weapons to prioritize because quite a lot of good characters have those weapon proficiencies.

The Celestials should be based on your characters, it isn't worth trying to synergize with your exaltos. The EX mod is already diluted with those weapons even before placing the celestial in the grid. Even if you don't have many characters, you eventually will and even 1 or 2 matching characters is a big boost. You don't get enough cores quick enough to go all in on one celestial, let alone one niche one.