There is a long list of creatures immune to cold, it may be the most common immunity in the game:
https://ddowiki.com/page/Immunity_to_Cold
As far as I know there is no way to bypass cold immunity for a pure warlock. You can bypass some cold resistance with draconic, but in reality most people just take that for the spell power boost. Fortunately there are few things that are healed from cold, and you can just turn off your pact for those few encounters.
Since many of the enemies immune to cold are undead, I slotted undeath to death to help out with Carceri. I favored force over alignment damage so my tentacles worked well on enemies immune to cold. Same with Arcane tempest which I took instead of Wail (unless you are primarily grouping for R10s then Trap the Soul is likely more important).
A few things you will really like about cold
1) absolute zero is arguably the best warlock ability in the game as it works on orange named enemies.
2) Magus is a very nice tree along with draconic. Both tier 5s are very compelling and I took both tier 4s when I was playing carceri. Overall I found draconic slightly better for the boosted ruin/greater ruin, but time stop doesn't suck.
3) You have higher single-target damage compared to other pacts including a boosted arcane pulse from magus and boosted niac's from draconic.
I wouldn't let the cold immunity hold you back. It's a solid build. Soloing some boss fights are significantly longer due to cold immunity, but the positives outweigh the negatives for sure.
