You Will be able to make damage sets right after the 1 star quest (after defeating Great Izuchi)
This will give you a considerable more damage and utility compared to your gathering set; however it will have HALF of the defence as of now compared to the guild cross armor set.

Lagombi Update

After you've defeated Lagombi; you will now will have access a constitution+1 waist > use it for your Dual Blades and Bow sets