I feel really silly that I haven't tested this out before, but here I go.
We all know we can swap weapons, but can we also set Utility skills for weapon set 1 and 2?
For example, with my Greatsword, I have a set of beneficial Utility skills for that play style. Now, I switch to my Sword and Shield, I can set up different utility skills for my sword and shield, automatically.
Or would I have to manually change my skills each time I swap weapons?
Weapon skills are set and you can't change individual weapon skills besides swapping to a different weapon. You can change 6-0 anytime you are out of combat.
In short the answer is no. Weapon swaps are not suppose to be segregated to your playstyle.