After the Keqing disaster, I decided to immediately build her anyway. I took Black Sword from last month's Battle Pass because I don't want the rest of the weapon, and Keqing seems to take that personally.
If you ask me, I'd recommend going for 4-Gladiator above the rest. This is for a rather simple reason: Gladiator is more "stable" than the other 2 sets.
4-Gladiator provides great normal attack damage, while being only slightly behind in plunge damage.
Not only that, it's also easier to play with normal attack rather than plunge