Hi @ajeeeeeeeee !
Killing Celestials is similar to killing Über Bosses in Diablo 2 / Diablo 2 Resurrected. They are super hard, all of the Celestials can drop two unique items, one epic (blue one) and one legendary (purple one), this is unique drop from them. So their loot / drop is not good, it is unique. You can’t farm or drop them anywhere else.
If you want to fam as many items as possible,
- TOTEMS
- Crucible
- and foremost SHATTERED REALM is your best bet.
Good question about Wind Devils! Yes, another button to press and ! They have head on their own, so you can’t navigate them or control them in any manner. So that’s why I don’t use them 
I try to make “sturdier” builds instead of “RR maxed”…
Elemental thing: If anything is stated as a standard number, e.g. 30 elemental damage, it means dealing 10 fire + 10 cold + 10 lightning damage (not all 30 and not the burn / frostburn and electrocute!), while if you see a precentage, -30%, it means -30% fire ; -30% cold and -30% lightning resist. If a damage is enriched by 30% elemental damage, it means +30% to fire dmg, +30% to cold dmg and +30% lightning damage (but not the DOT counterparts, they need to be boosted separately).
Another note on resistances:
A) easiest way to reduce a resist is the example of poison/acid resist. Curse of Frailty (its node Vulnerability), Veil of Shadow (buff) and Rumor (constellation). So the build is Witch Hunter.
B) lowest resist of them all among the monsters is chaos resist…
There is one tricky thing about Summon Guardian of Empyrion (SGoE). There is a modifier to them, changing their damage, but also resist reduction! Why? Because the “modifier” is linked with different pets, so in this case only the conversion is kind of “inappropriate term” for a different pet. So in the term of damage, you can make double conversion with SGoE.
Conversions are the trickiest thing about Grim Dawn. There are four general rules:
1] damage can be converted only once (with the exception of SGoE, as I mentioned earlier), so if you convert 100% Vitality to Cold and 100% cold to physical, it works this way: any NATIVE flat vitality damage is converted to cold and boosted as a cold by percentage. Any NATIVE cold damage is converted to physical and bossted as a physical by percentage.
1a] So damage, which is going to be converted, is not boosted by % of the original kind, but it is boosted by % of the target damage
1b] Vitality to Cold and Cold to Physical doesn’t mean that your original Vitality becomes Physical through the Cold step.
2] If there is a conversion, which is declared without a skill name, it is global conversion.
3a] If there is a conversion, which is declared with a skill name, the conversion is applied only with the skill itself, like Cadence, Ring of Steel, … UNLESS
3b] it is a global conversion, if the skill doesn’t deal any damage at all. E.g. Field Command is a buff, but it doesn’t deal any particular damage, so if there is 100% Physical to Lightning to Field Command, it is a GLOBAL conversion. So two different behaviours, two different things are worded the same.
4] If you apply 100% physical to cold and 100% physical to vitality, the 100% is divided by two new damage, so practically 50% physical to cold and 50% physical to vitality…
My farming build? I use two: My very first Physical dual wield ranged Tactician and Aether Albrecht’s Ray Spellbinder.
If you are interested in shooting builds, I made a thread about those of mine with the expert commentary done by @Gnomish_Inquisition here: When a ranged build is born…a proper constellations should be “worn”.