Been playing a lot of quarian female engineer, and I will say that the cryo + incinerate combo *does* explode them. I do know that headshotting them prevents it though.
For a volus weapon, I used a talon and a hornet. I'd just say use whatever very light weapon you're comfy with. Main thing is to be able to spam the shield regen. Locust would be good if you can score headshots, as they upped the headshot modifier for it, it's accurate and light and pretty user-friendly.
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