Having both allows you to be flexible. What I am doing (as I have both myself) is spending myth on most important upgrades on what I chose to go first among the two, and gear up the other with i80 gear to keep moving it forward aswell.
So choose the one you like the most and gear that up with myth, allagan and i80/70 are for both anyway.

As you gear up for coil, whatever you upgrade, make sure you keep up your accuracy, a bad miss could screw you over.

As for War +1, I hate it and have not upgraded to it myself. I would say other upgrades are more important, as threat is never a concern on WAR and the rest of the stats are way overpriced when you don't account the increased damage/threat help.