First off, congrats on an awesome run! :D For your next platinum (or Diamond?) Might I recommend Shottyman, since you seemed to like the spread of that Super Shotgun. :) It would mean moving up to Nightmare!, but with all the extra shells from reviving sergeants, you can afford to do a lot more radar-shooting. I suggest an Army of the Dead build, since armour-piercing shotguns are devastating, especially with a few levels of SOB.
As for the Sharpshooter build, like Thiebs, I tend to favour getting EE before SoG 3. I know some people will disagree, but I find that I miss just a little too often otherwise.
Regarding nukes, make sure you are invulnerable when it goes off, otherwise you'll die! I wouldn't want you to find out the hard way. ;)
EDIT: Also, I agree with your sentiment about the Shambler cave. I've encountered them on two occasions, and both times, I was lucky to be invulnerable, because all those lightning bolts flying around look like they would be big trouble. :o