I've been trying to build a Gaol Blade with 6 range and 6 melee from scratch and was wondering if anyone has any tips on how I should go about it. What sort of abilities should I try to get with it? What is the best place to grind for weapons with good abilities?
For a Gaol Blade, a backdash charge shot modifier is a godsend. You should also consider a shot cancellation bonus and a range boost on the defensive side, since the Gaol Blade's main strategy is to get at mid range and start spamming backdash charge shots to screw with the opponent. Also, if possible, try to add a few harmless negative attributes like Heart Bonus -x or Self Harm, as it increases the chances of you getting better stats on the weapon.
As for grinding, the best places to find good weapons is
on 9.0, due to its low difficulty and high payoff. Chapters 2, 7, and
are also good places to find Gaol Blade components.
If you can, try to go to public events like conventions in order to collect gems for fusing. Just yesterday I recieved 50(!) gems with varying power, including Arlon Orbitars, a Sonic Cannon and a Compact Arm all with 6 stars in both Ranged and Melee. It's a veritable treasure trove!