Check out the JP guide. https://altema.jp/ffbewotv/chara/41
They suggest Gunblade as subclass but its up to you. I would run Gunblade subclass until you unlock most of the Dragoon then think if you want to switch. Jump is not as reliable though esp in PVP so maybe only for PVE. RedMage is not optimal. He's an attacker not support. For Sup abilities, I'd go for Initial AP up and HP up as they are most consistent with the other res up as backup for specific future difficult missions or when the meta changes i.e. missile meta, magic meta, pierce meta.