I’m pretty sure most non-upgraded sunsets are weaker than A-vends (or the corresponding signus rare weapon like Ranseur, Typhonic, Chrysaor, Calabolg.) But once you start getting stats and stages on them, sunsets quickly get better. As a rule of thumb, I’d say wait on sunsets until you’re at least lvl 920 and can wear lvl 39 items. Even better, wait till 930 for 59s or 940 for 69s. It’ll also be pretty arduous to get the experience to upgrade them past the 20s until you’re higher into your 900s (or even better, 1000, with the pvp boost you get from hitting 1000).
Like Gushy said, wait until you can use level 39 items (actually 900+) The weapons are usually weaker until S2 or higher and armors are primarily useful for the extra stats.
Nauthiz armors have variable defense based on your character’s base power. Because of this, S0 and S1 are generally weaker in defense than A-Vend and S2 being more or less the same. Comparing full sets of A-Vend/S0/S1/S2, the rough break-even points are 19000 power for S0, 11500 for S1, and 8000 for S2. (The defense differences only amount to 10s of thousands of damage on a per-hit basis, a small fraction of your overall hitpoints)
If you manage to create a full level 39 set with average stats, you’re looking at 3000+ extra power regardless of stage. That makes up any defense you lose many times over. (For instance going from 8000 to 11000 power is a jump from ~400000 to ~800000 hitpoints)