If you're trying for Cavalier, then Omega Red and Colossus are the primary options you're considering. It should only be between those, and they both work pretty well, I would lean Omega Red since he's just so versatile in every area of the game, and will help you outside of Act 6 too. That's my opinion but consult others here as well. Omega Red also will perform decently at sig 100 or so for you now, so you can work towards max sig as you go along, which is ideal for him.
Void played a crucial role in achieving Cavalier for me so I would go with him. I just had him at R4 Sig 40 and he was effective. You can also go with Omega but I didn't use him a lot. (my OR was at R4 sig 100).
You should use the science gem on void and the generic gem on colossus if you are not running suicides. If you are running suicides use generic on omega and don't use the Science gem on void.
Omega and colossus are your two best options. Pick whichever’s play style you like best then awaken and put all your generic and class sigs into them. Put the science gem in void no matter who you choose.
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If you are running suicides use generic on omega and don't use the Science gem on void.