Im running a similar build... I have completed GR70 with this build just as you see it. It's not 100% optimized, I dont have god level gems, and I dont have level 99 Caldisans Despair added to all my gear. I also dont follow the normal builds because I dont use Ignore Pain. Why? Im not trying to push into the leaderboards. I play in my own style thats fun for me.
To answer some of your questions... question 1 and 2 can sort of go together. Is there anything you can do to improve? Yes! Re-rolling items will help tremendously. If you have have a couple of Haldrig's Gifts to spare, roll the sockets OUT of your weapons and into +Damage. Then put the sockets back with the Gifts. If you are feeling too squishy, swap out your CoE and use Unity, but ONLY if your follower has one AND he has the never can die token, otherwise it's useless. For question 3, you most certainly can gamble for it, but be prepared to be wasting a ton of shards on yellow items and crap legendary belts until you get the one you want. Another option if you have a ton of crafting mats, you can take those yellow belts Kadala gives you and "upgrade" them to legendaries in the cube. It costs a bunch of material, but it's a faster way to get the belt you want. As far as which follower, I only ever use the Templar, pretty much for his healing. I give him the best of whatever I have left over, but for a weapon, the Thunderfury is a great option. He can actually proc the lightning off it, so it adds extra damage to a few enemies. I also gave him a naglering for fun. Gives me a couple of extra minions running around. Didnt see any improvement in clear times or anything, just something different.
One other tip, you might see better results swapping out the Pain Enhancer for a Bane of the Trapped. You have to get in close for WW anyway, so why not take the extra damage boost on ALL hits? Right now you have 30.5% chance for a crit hit. Meaning you have a 30.5% chance to proc Pain Enhancer. Yeah it hits hard when it hits, but it's not hitting 100% of the time. If you had 50% CC, then maybe it would be a bit different.