So I'm thinking light armor to show off the guns and then specializing in two-handed for melee combat. No archery. Any suggestions as to how I should play this character or, more importantly, where to find a fitting suit of armor and some kind of enchanted war hammer? Was Volendrug included in Skyrim? Thanks in advance

Yes, Volendrung is in the game.

http://www.uesp.net/wiki/Skyrim:Artifacts