I agree that the warlock seems to be the weakest of the 4. I also find it very hard to win with him.
I did the same opening with the vampiress and mgheddon.
My thoughts:
- Mgheddon makes you very vulnerable. I don't think you should add cards like blood ritual when playing him because it will be more than hard enough to survive without you damaging yourself. I believe Mgheddon should be combined with a solid defence, like the vampiress. Support Mgheddon and start taking out the enemy mage/creatures.
- When playing without Mgheddon, you actually have a lot of life. His level 2 creatures are pretty good but very specific, so give it some thought about which one you'll summon. I think all of them are good, but should be played in a different scenario.
- I'm not a big fan of Khali-gar, because she is very vulnerable to ranged attacks. She might be very good late game if you suspect that your opponent is not able to shoot her. She's great to attack guards. I think she is best combined with melee warlocks. (Hellstar + demonhide mask+Eye of Bael)
- Demonic link! Probably your number one support card you should use. It gives your demons more strength, but even more importantly, it can heal you. When you have 2 demonic links out and you combine it with other healing effects, like theft of life on an opponent mage with regrowth belt, you can really heal a lot of damage every round.
- Siphon life is great to finish of creatures and heal in the progress.
- Burning curras & cloak of fire won't stop your opponent but either the damage comes in handy or the opponent attacking other stuff is great.
- Personally, I haven't had much use out of curse of decay. I don't think it's worth the action. It might be handy in some situations.
- Sanguine hunter + sanguine thirst is great. Pretty cheap and it can immediatly heal the 2 damage it did on itself.
If you have some other cool combo's, let me know!