To go through your requirements
The game as a whole is fairly aggressive, particularly if you are using the steamroller scenarios (which are suggested and available for free online). You have to get up close to control scenarios early or you lose. You can dictate where fights happen but often the scenario-zones are the center of attention (in most steamroller scenarios, you start scoring points off objectives at the end of the second player's second turn, so if you aren't contesting them early you can your opponent a crippling lead).
As for shooting, be aware that shooting in this game is much more 'soften them up' than 'wipe them off the board'. Legion, Cygnar, and Retribution are arguably the shootiest armies in the game, but outside of extremely skewed lists that aim to win by assassination (Retributions Snipe->Feat->Win build, for example) even they have to get up close and personal. Menoth also has a lot of shooting as well, but its a bit less conventional in the form of inaccurate blasts and templates rather than shots.
Pretty much all warcasters/warlocks have some degree of support built into them, so any faction can meet that requirement.
Self-Sufficiency and access to buffs are often mutually exclusive. The game is generally balanced with certain assumptions in mind. For example, Protectorate of Menoth Warjacks are often balanced around the assumption that the Protectorate player has access to the Choir of Menoth or similar support, meaning that they are better than average for their cost with that support, but worse than average for their cost without it. Likewise, the Retribution of Scyrah has access to less support (compared to the Protectorate) so their warjacks and units tend to be a bit more self sufficient. There are exceptions to these rules in every faction (for example, in Ret. there is a warcaster Issyria, Sibyl of Dawn, who has no offensive abilities of her own (not even a weapon to attack with) and relies entirely on supporting her army), but in general there is a sliding scale between synergy and self-sustainability.
Overall the factions you are looking at seem fine, although I would also consider looking at Circle over Skorne (Circle has less shooting, but some of the best mobility tricks in the game). But ultimately it all depends on what you like, but in gameplay, rules and fluff.
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