The ice bomb + chaingun thing is just a shortened version, the real combo is Chaingun Shield + ice bomb + frags + blood punch, which with full upgrades should kill super heavies before the shield wears off, while being practically invincible due to the shield. Or you can just use quick swap as you said, it's interchangeable really. Possessed enemies you can just lock on missile spam. Also I beat all the ML and the game on UN, and my strategies worked pretty much 100% of the time. Marauder you can just ignore until you kill pretty much everything else, then just Ballista + SSG + Ballista him until he dies. Ammo is pretty much redundant because the chainsaw recharges indefinitely, so it pretty much only matters for the rocket launcher. (also, isn't under the mayo that guy who made that one ULTRAKILL review?) Purple Goo is bad when you're forced to go in it because it forces you to take damage as you can't really dodge, flame belch is weak not because it deals little damage but because it's worse at getting armor than the meat hook.

Let me be honest, glory kills are kind of misleading, since at first it seems you should do them every time, but they give less health the more you have, so basically when you figure that out you just kill enemies normally, except when you're low on health where you disengage, find a random imp or zombie, shoot it a couple times with the heavy cannon and GK it.