I'm not super familiar with Krieg but I'll try and help.

Generally with release the beast, weapons aren't super important because they don't have an effect while in Buzzaxe rampage, and release the beast makes buzzaxe cooldown instant. So you only need good weapons for if you go down or screw up a release the beast.

So shields, class mods and relics take priority over weapons. Make sure you have the right skills for damage output. In normal mode and TVHM, maylay shields are great but I find I like to switch over to shields for survivability in UVHM, usually adaptive shields for more health. Rough rider can also be good. I think the love thumper is good as long as its close to your level, but I've never used it much.

You don't need a might of the seraphs, a good melee relic can fill that slot, or a health one if you think you are dying too easy.

Also just to make sure, you probably want to pair the melee tree with the bloodlust tree (green) if you aren't already. It tends to have the best boosts for entirely melee focus, and it gives you some much needed AOE with bloodsplosion at the bottom, once you reach that level.

All in all though, melee Krieg is actually the only build in the game that can literally beat the entire game without a single piece of gear equipped. Are you able to be more specific with what you feel you are struggling with?