" but the clothing/armor can come from any era really."
Can you considering making the character a biker then perhaps? There is already a Dullahan that's a biker in an anime called Durarara (another urban fantasy story). Bikers are associated with chains as well.
I do not think valve would put in this character with no play testing. But also is having a rocket launcher and barrier really that far-fetch? There is already similar abilities to that in the game. (Viscous, and Abrams.) The ult also just sounds like a stronger version of Venator's shotgun.