Some Questions:
Stockpile Relic for Sniper Ammo or Fire BoA?? In other words…can you replenish your normal Sniper Ammo enough with the help of Deception?
Best Rebuild Health Gun?? Fire Kitten? HeartBreaker? Good Touch??
Best Com??
Legendary Sniper?
Chaotic Neutral?
Chaotic Evil?
Lawful Evil?
Best Grenade? Slag Bonnie? Slag Bettie? Slag Crossfire?
Other suggestions/tactics welcome.
Check out man of low moral fibre’s Lyuda kill on youtube. It’s a very efficient method of disposing of the oversized Thresher.
Depends on what you’re using.
A Pimpernel doesn’t need the ammo
A Lyuda might need it
Grog nozzle
As Zero, You have ways to deal damage outside of guns. Just switch to a grog before throwing kunais and you should be at max health. That or just a Chain lightning
Again, depends on what you are doing.
If you go with @Aether_Seraph’s method, then the One that boosts your health is mandatory. Otherwise, I think the Leg. Sniper is the best overall, but the Leg. Hunter has great upsides for a fight like that.
I know you really love the Rogue COM, so i’m not gonna comment too much on it since I think it is grossly overrated. 
But I will say this: Evil prefix is a waste on Zero since he already has a lot of crit bonuses. The only reason to ever go with a Rogue, is the Chaotic prefix. So depending on weapon, Chaotic neutral or chaotic good are great choices… otherwise, a professional COM is 100% better on all accounts.
Tomayto, Tomahto…
the only important part is to get a low level one so as not to kill yourself by accident.
If you watch Molmf’s video, as Lammas suggested, you’ll have a pretty clear idea of what to do; it won’t be as easy as it seems in the video though: you’ll have to learn on the field. I tried it and for me it’s easier to kill Terra ninja style.
If you do things right you shouldn’t need a life stealing weapon; if you don’t, you’ll probably want a Chere Amie, otherwise you’ll lose all your CA stacks swapping to a non sniper weapon.
It certainly takes a little getting used to and probably end up in a few deaths before getting the hang of it but the speed of the kill makes it my preferred method of combatting Terra for farming. If I just casually wanted to fight Terra I’d try it with my regular build but as far as farming goes MOLMF’s method is certainly the way to go at least for me (or just bring Sal in there and farm with him).
Absolutely, that’s why I decided to level a gun Zer0: I want a Hide and I want to drop it with Zer0.