Notes from author
I feel this is the best Dex/Pyro build I could make with decent aesthetics. It has 1990 HP, fast roll, 61 poise, and great all around defense.
HEAD
The head piece can be switched out for any 1.2 weight or lower, but I feel the mother mask gives way more effective health than any defense could give.
WEAPON
I picked the Iaito mainly because of it's horizontal R2 move set, along with it being a fast weapon and the bleed of course. An Uchi or Great Scythe can also be used for more damage and also have bleed.
SHIELD
The shield can also be switched out for another 3.0 weight or less shield, such as Grass Crest Shield(Regen), Bloodshield(Resists), or Kite/Caduceus shields(Stability). I mainly use the Crest shield because it has the highest magic block reducing damage a huge deal from black magic casters, which seem to be the deadliest.
PYROMANCIES
The pyromancies can also be played around with, although Black Flame is a must to drain Stability/Poise it is also very forgivable because of it's quick cast and is also good damage. Great Combustion is the same as black flame but more damage, but less Stability/Poise drain. Fire Surge is a great finisher, you can move while casting it, and I believe the highest damage output per attunement slot there is for pyromancies.
Honestly, I would complete as many NG+ as possible to have mostly Black Flames perhaps 3-4 or maybe even 5 and the rest Fire Surge to finish people off. The damage difference from Black Flame to Great Combustion is only 40-60 damage.