Like spleen, I haven't tried any BK's either, so if any of the knowledgeable BKP guys turn up (tim, steve Mr pig 2 u, Twilight Odyssey, Phil King, HJM, MDV and many others) listen to them over me, lol.
From what I hear, the cold sweat neck pickup is great for shred in the neck. It's alnico V (despite it saying ceramic on this site), since BKP don't do ceramic neck pickups.
For the bridge, the MM is supposed to be great for shred.
Also, I've heard tim and HJM say that Nailbombs do very well in RG's, they suit the tone of the basswood very well.
Also, calibrated sets are meant to be better than mixing and matching, unless you know exactly what you're after and run it by Tim first.
For the middle, I'd assume you want the trilogy suite, since it's based on malmsteen, but again, I may be wrong.
So yeah, those are some thoughts, but if any of the main BKP guys disagree with me, go with what they say. And if no-one answers, just send BKP an email!
Cheers, and welcome to the forum!