Valeria Batten base version can invent Mystical gadgets, no need to wait for Out for Blood. If you want to use Wretched, then Margaret Hagerty would be my choice for main Mad with Roderick or Valeria backing her up.
You can do some fun stuff with Soul Cage and Wretched, and Fearmongers has great options for starting dudes you can ace to the Wretched (Pagliaccio and/or Funtime Freddy would be my recommendations). You could even go for a more basic 6/Q Soul Cage Abomination list but use Holy Wheel Gun instead of Claws and potentially Clown Carriage as a fun movement tool. If you wanted to get real weird with it you could run Clown Carriages and a couple other horses (Pedro, Roan, or Guide Horse probably) and play Calling the Cavalry or other horse actions.