Really enjoying the game so far (~60 hrs in and only I've only just left the Island!).
The game has certainly made me re-think my general dislike of the turn based strategy format.
Anyways, on topic:

Very much agree about the dual wield hot-bar implementation being 'unwieldy'.
A quick switch action or, as previously mentioned, a series of weapon sets box (maybe as part of the hot bar) would really avoid having to juggle the inventory screen every time one wants to switch a characters weapons.

Or indeed dragging the off-hand weapon on top of the main-hand weapon on the hot-bar could create a weapon set 'stack', with tool-tip info for both weapons.