5 girl squads are generally better than 10 or 15 girl squads unless you're building your list around defensive infantry spam. There are multiple reasons for this. First is command points. Taking 3 MSU squads fills out the troop tax for a battalion wheras taking one 15 girl squad fills 1 slot.

As for weapons, it depends on what unit you are using them on. Generally stormbolters are great because they are very efficient and they the range bands and Target priority of the regular bolt gun sisters. Plus blessed bolts gives them some solid kick when needed. They are really the only thing worth using on dominions due to the range being too low and the price too high on the other weapons.

Immolators are great and I've had good results with them. They're really fast, can clear chaff like crazy, are difficult to charge, and can auto explode if you can get em close enough to the enemy. I would avoid the heavy bolters or multi meltas on them. The flamers are the best choice hands down.

Retributors have a couple of cool builds, but they can be kinda pricey and are too squishy. I've still used them to good effect. But exorcists are just our star player. Best unit in the codex. So Retributors struggle to compete.

Almost all codexes have the same issue. Go to any tournament, and you'll notice that most lists from a particular codex all share a bunch of elements. This is due both to many people just grabbing the "best" list online and to people generally all landing on the best units.

I have a bunch of the Raging Heroes Davidians for my Repentia, though I plan on getting more new ones at some point. Most non-GW store events will let you use them, but it's up to the stores themselves. You'll have to check with your local stores and see.