Not ice you need to worry about, but Meph's conviction + lightening damage. You would need to keep a distance, all while paying attention to Meph's summons not damaging you. IMO just ask a Pally to at least clear Meph, then have at it with Baal & Diablo which should be easy peazy for the Warlock.
You're missing the point. Shivering armor will wreck the shit out of you if you do Uber with ranged characters and do not properly position yourself or have res.