Taking firearms training from reputable providers is never a bad thing, but is almost immaterial to your success or failure through the 18MOS pipeline. For an aspiring 18X, it's really not important in the grand scheme of things. Other than providing a very general comfort level with firearms. Something you'll be trained to acquire anyway... if you make it to an ODA. As with personal competence in Martial Arts, while interesting and useful, firearms expertise has little relevance for the task at hand... making it through SFAS/SFQC.
As a long serving former 18B, I assure you that nobody really cares about your kitchen table gunsmithing skills, AR builds, or tactical courses taken. Not unless you are a nationally ranked gunsmith, competitor, or trainer. I can teach a monkey to both wrench on and competently shoot an AR or a handgun.
Taking training from (or hanging out with) wingnuts who are on LEO or Federal Watch Lists is a definite red flag. The military frowns on association with extremist groups of any flavor and the determination of your future security clearance might hang in the balance.
Explosives? Yeah, that's a red flag in terms of associations (unless you have some bona fide current civilian job that involves blasting/demolitions). Again, it's not familiarity with such, it's the likelihood of your getting involved with others who might lead you astray. Try getting a waiver for previous charges involving "hobby" experiments with explosive devices or materials.
Language? French in particular? Absolutely. SF cross cultural abilities and language skills are critical. If you speak, read, and write in a foreign language (to any degree)... you are well ahead of the power curve. Regardless of current rankings for "demand" languages, French is a perennially valuable one in the SF arena. Used in all kinds of interesting places where we work. Africa. SE Asia. Parts of S. America & Caribbean. Europe. Competent French speakers in SF are typically scarce. Which can lead to some interesting assignments for those who are handy with that language.
Summary:
1. Take whatever firearm courses appeal to you; preferably from well-documented pros. Stay away from anything or anyone that remotely smacks of illegality, military posing, or extremist politics.
2. Stay away from hands-on explosives dabbling. Too many bread crumbs that attract attention from folks like DHS, ATF, etc. Read about it all you want.
3. Learn French. Or any other 2nd language you demonstrate a natural proclivity for.
#3 is actually the most important and useful "outside" skill you could bring to the table.
Last piece of advice: We've all been in relationships, most SF guys are married, and many manage to join the Regiment with a spouse in tow. But it makes it a lot tougher... for both you and her. Figure out what "serious girlfriend" really means. 'Cause if ever there's a time in your life for being solo, it's while attempting the SF Pipeline. If you love her and mean to marry her, then decide that, act on it, and try the 18X route anyway. A strong & supportive fiancee or wife can hold things down while you make the attempt.
But there is no room (zero) for SFAS/SFQC candidates with less than rock solid relationships. If your personal life isn't in order, it's no place for you.
It's not a game, you are expected to have your shit together and your mind focused. There ain't no time for long distance girlfriend drama. Nor will any previous civilian firearms/demo "experience" count for anything while in the pipeline. Language skills might (in terms of preferential future Group assignment).