If i were to take my guitar to a shop and ask them to "set it up", what exactly would they do?

Basically i'm trying to get my ESP-LTD EX-400BD to play nicer.

I've ordered new strings, some lemon oil for the fretboard etc.

I've adjusted the fretboard and bridge so it has a sexy low action.

What else should i try, or am i overlooking something to improve it's playability?
Try adjusting your pickups. There's screws on them that will cause the pickups to rise or lower, depending which way the screw is turned. i had a problem like yours only i had a Epiphone Studio Goth LP, but raising the bridge pickup and lowering the neck one a tiny bit worked for me.
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