This Thunder Cage build is mainly meant for use with Bunny, though it can be used as an overall mobbing setup, just replace Electric Conductor with any module of choice, Thunder Cage is mostly a critical weapon so anything that could continue to enhance critical rate/damage or firearm attack, aside from that if you're not bothered by the slower reload you could replace "Reload Focus" with "Weak Point Sight" for a slight boost to the weak point damage which in this weapon is low.
On sub stats you should prioritize the following in no particular order "Firearm Critical Hit Rate" "Firearm Critical Hit Damage" "Firearm ATK" and lastly you could go with "Electric ATK" "Weak Point Damage" or if you intend to bring Thunder Cage often to Void Intercept Battles (Bosses) you can choose "Bonus Firearm ATK (vs. Colossus)"