The red swiring ball in the 1st screenshot is "candy", used to exchange for items from the same NPC. The second screenshot is the items that you can exchange with.
If you can't exchange, most probably you don't have enough candies to exchange.
About gunner, rifle deals more damage and have a longer range, their skills have long range and deals lots of dmg. Pistols are faster but range and dmg is lower, they have more stunning skills.
As for Hunter, although their atk spd is slower but they their atk is quite high. They are quite versatile with their variety of skills, able to hold enemy, poison, stun, and atk at all ranges.
The dungeon that you talk about should be the shadow dungeon. That can be access at the portal (should be the last one).