The secret of WBU is that the best leads and supports are necessary to push. Everyone knows that meta damage dealers like Wanda, QS, Thor, Cap, DP, Cable etc, all at lvl 70 and/or T3 are required. But leads and supports are critical.
That makes the trinity of T2 Phil, Shuri and Valkyrie pretty much required. You can add Ghost Panther to that list to support Jean.
Specialized leads like Lincoln (for Thor), Satana+uni (for Jean) and She-Hulk+uni (best lead in the game vs male bosses) are also critical for sustainable success in WBU.
T2 characters, especially ones with good team bonuses. Also just do 5 world bosses of some type each day to raise the raid level.
Proxima is the easiest imho, use physical damage characters and learn the patterns of her big attacks.
As you beat her a few times WBU your raid level keeps going up even faster and all your characters perform better in the game mode.
It depends. Having lots of T2 6* characters raise your valor, which makes your characters in WBU stronger.
Every WBU boss has a different weakness (Proxima= Physical, Cull= Energy, Maw=Elemental, etc.). so you should focus on those kinds of characters.