1. Yes. Quality of the Wheeler sets are "okay" in my opinion. For the price, for hollow ground bits for gunsmithing, there really aren't any alternatives that I know of. Note that these sets are really mostly just useful for the slot head screws on your revolvers and leverguns, I don't come across many of these on other types of firearms in my collection. The other bits (hex, torx, Phillips) are exactly the same as generic tools, and not very comprehensive. The specialty bits are great if you need them, of course. Slot head screw fit is terrific (I have the 89-pc set). Are they soft? Well, the hardness of the bits are engineered so that you are less likely to overtorque any given screw - The bit will bend before you overtorque and/or damage the screw head. If your gun has screws that were installed incorrectly (cross threaded, overtorqued, or red loctited), then these bits may not be up to the task of removing them. That's not what these bits are designed for, and I think that's where many of the "soft steel" complaints come from.
1a. My set came with some extra duplicate bits, and a couple missing. I emailed Wheeler and they sent replacements immediately, no charge.
2. No comment on the type. You might consider buying a suitable torque wrench before a trigger pull gauge. Depending on your needs it will be much more useful.
3. If you shoot and clean your firearms regularly, you will soon appreciate having quality cleaning rods, brushes, and jags (Dewey, Tipton, etc.). Once I commit to a shooting any given caliber, the respective cleaning tools follow very quickly.