I'm reading about vsBosses in co-op in one set, co-op character cards being in another etc... very confusing
Yeah, this is a challenge specific to Millennium Blades -- The game emulates being a high-level CCG player. So there are in-game-"sets" of cards (each set about 12 cards). In a given game, you use only so many "sets" out of the many there are. So when people say that co-op bosses are in one set, they're really talking about in-game-"sets" rather than sets you can buy in real life (unless as part of the Millennium Blades Base Game or Set Rotation expansion).
There are currently only seven products in the Millennium Blades line
Expansion Packs 1-5
To play solo you need Base Game and Set Rotation. Personally, I think solo play is a lot of fun. But multiplayer is hands down even better.