On thin stainless sheet, the most common weld defects tend to be undercutting. But I would expect that corrosion problems are going to be a much more difficult issue when it comes to welding 2mm stainless. I'd recommend you invest in some ceramic back-up tape. I strongly recommend using 98% argon + 2% CO2 shield gas. IF that's not available use 99%Ar with no more than 1% O2. Do not use pure Ar and I would strongly advise against gas mixes that contain helium. If you're worried that your parts are going to be loaded to the point that weld failure might occur, you might want to ask advice from a professional engineer. Welding sheet metal to thick parts does tend to be a problem. Often you'll end up with lack of fusion on the thick part and undercutting + burn-through on the thin. Generous preheating on the thick parts is helpful. Use slow welding speeds. Attaching thick parts to thin at a 90 degree angle isn't the best joint design from a welding standpoint. The best weld configuration is a one-sided lap joint. In other words, the thin sheet overlaps on top and paralell to the thick part. I'd advise you to run at least 10 test welds on some scrap pieces, until you feel that your Voltage and Feed Speed are such that you can get good fusion on the thick part. Filler metal selection depends on what grade you're using. 301, 302, 303, and 304 should be welded with 308L or 308L-Si filler. Welding stainless to carbon steel, or welding two different grades of stainless, should be done with 309L filler. 316 or 316L should be welded with 316L filler. 409, 420, 430, and 439 are generally welded with 405L