Honestly the only effective defense I'm aware of in that setting is being baptized enough to be wholly unappealing to them (Until you get annoying enough that you get killed for being low leveled due to zero encounters in your journey, and smelling like disgusting trash in a high level area.)
Well, the only other opportunity to really stand a chance would be to grind carefully if you wanted to be able to choose, given, its not an entirely hopeless setting given the strongest monster bloodline is quite literally sustained by men who they seduce to be stronger then them.
Still weapon choice is probably not really that important in the setting, how strong a firearm you'd be able to use is going to be defined by how strong you are, and given we see even low level monsters (Like slugs,) as being nearly immune to human weapons from a level 2-3 character, you'd probably need a gun with enough recoil to kill a normal human man to act as an adequate opener weapon at all by level 5.
Given there is ancient artillery, I'd assume the main reason firearms are obscure is merely that experienced adventurers often reach a state where they can hit harder than explosives with magic or a melee weapon.
TLDR: If you don't want to get foxed, just get strong enough to yeet the fox out of your way, its shrimple. Or just lose to something weaker like the anglerfish girl, pretty sure she won't want you after that.