Axel is considerably stronger and more resilient than average humans. In fact, in addition to his resilience, his in game 'special ability' (He's from Disgaea 2, by the way. Originally at least) makes him only take half damage from Humanoid enemies, not sure how that would translate here though.
As for weapons, he's extremely proficient in martial arts (By which I mean punching people). As I said, he's incredibly strong, so I've likened getting punched by him to getting hit by a cannon-ball.
For special abilities, he can fire lasers and create massive explosions, though that takes a lot out of him to do. He can also create shock-waves of electrical energy by bashing his guitar up against things.
Also, for the purposes of convenience, his coat functions as a hammer-space for him to store his weapons for the massive amount of time he spends not using them.
One last thing, if anyone has a cell-phone they can 'call' Axel, which instantly summons him to their side.