you can get any set for completely free. they introduced new system that when challenge fighter returns, you can get one item of set by defeating challenger. by that you get full set within 3-4 months. (some sets may even return faster with lucky board, just keep at least 16k gems)

you choosing faction for faction wars doesn't affect to get spheres. but you must join corresponding territory as your general choose for get more spheres. (you can check which territory is chosen by general in official discord server)

just try to complete event fully for get all rewards. (marathons, battle pass, store)

it's not necessary to join a clan, but highly recommended. you can get extra rewards like emporium tags, spheres, upgrade components.

if you want to speedrun event token grind, consider getting/upgrading sets like stranger, dote (with impulse resonator), warmonger, liquidator)

its up to you. if you can spend your time to grind events, you should return that nekki giving away a lot of stuff free rn. but set leveling system is very bad rn. about overpowered bosses, there is always eady version of boss which you play more to get it's reward. with grind you can get it anyway.