Hey and welcome to GD. This build is using the unique 2h vit gun Soullance, however there are no good low level 2h vit guns so I would recommend to follow some other vitality oppressor builds for levelling. Notably Ravenous earth caster is very strong, here is a guide by Nery [1.1.1.2-1.1.6.2] Beginner's vitality Ravenous Earth Oppressor with leveling guide
and I believe RektbyProtoss on youtube had some videos on levelling RE Oppressor in HC.
If you absolutely want to level as a vitality gunner, I recommend getting the DW relic(Gunslinger's Talisman - Items - Grim Dawn Item Database) from Devil’s crossing and farming for 2x Ugdenbog Howler - Items - Grim Dawn Item Database
I had just respecced an older char but I believe @Conlan levelled the build so they might be able to share some insights.