This is my [Nezha Prime] build for taking down the Exploiter Orb. Swap the Helminth ability to fit your playstyle. Eclipse should give you some more protection during phase 1 and more damage during phase 2, but I haven't tested this. Some other options are Elemental Ward (Toxin) for better holster/reload speed or Roar to buff your team's damage.

Use Blazing Chakram's teleport to quickly get to thermia fractures or to get through the Exploiter's fire shield.

Tip for maximizing Warding Halo: shoot at the Exploiter Orb while she's invulnerable and talking just before phase 1 starts. She'll typically shoot at you first, and you can use that to build up a big initial Warding Halo.

I like to run this build with a high damage primary (usually [Rubico Prime]) for taking down her vents, a Pax Charge [Rattleguts] for phase 2, and my [Telos Boltace] because it's awesome.

Companion Builds:
Coyote Bane (Pure Speed)
Exploiter Bane (Speed & Radar)
Steel Bane (Strength & Durability)