Urd is pretty similar to Verdandi, so from my experience you will want a damage booster to help clear most descends. For this purpose I would probably slot in Ace instead of Squall. In the long run I would also work towards Awoken Hino instead of Homura, I can't describe how much my team got boosted with triple TPA via Vishnu, and Hino would do the same thing for you.
As others have mentioned Awoken Shiva will be a better lead than Urd (you can use her as a sub), although more difficult. Almost double damage (11~ vs 20~x) if you can consistently pull off 6 combos, but you lose the HP boost so some dungeons may be rough without plusses. Have you tried running an A. Shiva friend?
Edit: As for using non-awoken Shiva, I don't really think think the devilits are worth it for dark since he doesn't have TPAs, F/W's extra HP will take you farther. Not sure if worth slotting in over Chester, since you lose SBR 100% and TPA damage.
Edit2: Another thing, invest in farming/leveling/skilling an Echidna! Delay helps with a ton of dungeons, and she's even on-colour for your team. If you feel like it you could even roll Christmas REM for that version, since the awakenings are better!
Edit3: You could also try investing in a King Flamie for a damage booster if you're having issues taking down bosses. I used Woodsie for Verdandi until I got Delgado/ZhugeLiang.