No problem, I'm sure there's nobody on here who has a problem with you asking as many questions as you want. It's a lot of money to spend if you're not sure.
Firstly, the Holydiver and modern Metal. The natural home of the Holydiver is 80s Metal for sure so think of guitarists like Jake E. Lee and Doug Aldrich as well as those classic Dio albums. However, the Holydiver is not limited to that. It's a pickup that responds very well indeed to an overdrive pedal which will take it towards modern Metal levels of gain without it mushing up while retaining its core tone. I think I'm a very good example of what this pickup does. At my age I'm very much a child of 80s Metal so I tend to like my tone to be warm, rich, smooth, thick and fluid with aggression that isn't OTT. The Holydiver does this in spades but I also like the levels of gain you tend to get on more modern Metal as long as my sound doesn't turn to mud. I invariably play songs with quite a bit more gain than on the original so my overdrive, compressor and delay are engaged for about 85% of our set. My amp has the gain set to about 11 o'clock with the gain on the overdrive pedal set to about 10 o'clock. The level on the overdrive is set to about 2 o'clock. The compression is set at about 2 o'clock and the level on the compressor is about 10 o'clock. I also have a second overdrive that offers even more distortion that has the same settings as the first one but I rarely use that one with the Holydiver. That's more for when I use the Sinners on my Jackson. The Holydiver handles that much gain just fine and I think that's probably enough for most applications. I find that the more you drive it, the more it seems to show its teeth. It's never brutal like a Nailbomb but it's not 'polite' either.
Is the Cold Sweat better? That's a tough one to answer because I think it's down to personal tastes. It's a rather brighter pickup so I don't think it will sit quite as well in basswood and the ceramic magnet means it tends to have less of that organic warmth you get from alnico. It's also a tighter pickup and is more open sounding than the Holydiver. That open nature means it sounds a bit more like a PAF so Classic Rock tones are good and like many Bare Knuckle pickups, it will do a variety of things well though the cleans aren't as good as the Holydiver. Chords will be a bit crisper on the Cold Sweat but leads will be sweeter on the Holydiver. The Cold Sweat is probably better for your Indie/Punk material while the Holydiver is better for Metal. I suppose it may depend on whether you want things thick and smooth or tight and bright. Both are excellent pickups. I've used both and I really like both but I prefer the Holydiver. It's just a more versatile option and as I play most of the lead in our band, I prefer the better lead tones I get from it.
By all means ask more questions if you have any.