Your load out is only as good as you are. Support can go with pretty much a combination of anything if you can make it work and if you know you have support from teammates on some designated specimens.
That said, this is your bread & butter support load out that's pretty standard:
Axe/Pump/Hunting shotgun
*axe can be replaced by katana if you want - it leaves you a space for a mk23/magnum/flare pistol
*Pump can be replaced with combat shotgun/ksg/aa12(only have space for katana with this)
This load out lets you deal with scrakes using the melee flinch + chinshot technique and in combination with grenades, take down fleshpounds quite easiliy, it does not have to cost a lot to acquire or maintain, and is suited for almost every playstyle and camping location.
This is *NOT* the end-all be-all loadout for supports and you can, in a lot of cases, be successful with literally whatever it is you want. However, the load out I listed is very popular for a reason; it allows the support specialist to deal with every single specimen relatively easily compared to a lot of other load outs in most situations.
Do not be afraid to experiment with different load outs to see what you like the most and what weapons will be most advantageous in different situations
Edit: Falz is a fast typer xD