You could probably put aqua regia in glass and even stir with teflon and do spectroscopy on the aqua regia, but pretty much any other solution will react (possibly dangerously) with the regia. Furthermore, it's probably dangerous unless you have your entire spectral setup in a fumehood.
It depends on the type of material under the study. A wide range of UV solvents are available which include, Heptane, Hexane, Chloroform, methanol, etc. One has to select the solvent depending on the analysis range of interest based on the cut-off of the solvent i.e. UV range 190-400 nm or visible range 400-800 nm.
You have to make a pellet of your sample and study the reflectance properties after that you can use tauc-plot calculations for various optical studies.
However absorption mode can also be applied to to study the optical sensitivity of compound.
That completely depends what material you are looking at and what you hope to gain.
If you want a solution you obviously need a solvent that dissolves your material. In addition you might not want to chemically alter (ionize, etc) your compound. i.e. depending on pH you get very different spectra. Also temperature buffer, pH, concentration are factors if you want to look at macromolecules (DNA for example)
As your material is a catalytic material, it is better to record the UV spectrum in solid state in reflectance mode (i.e.Diffuse reflectance). Suitable Accessories are available to record the UV spectrum of solids.