I took Cole into the Fade my first playthrough. I thought it would be really interesting to have him there, but just FREAKS out. He hates it and starts having this mental breakdown. I had to restart the whole mission because I couldn't stand making him go through that.
I'm sorry, Cole! I TAKE IT BACK!
This is going to be a bit of my issue on my mage run. On my rogue playthrough, I had Cassandra, Solas, and Blackwall (since one might have thought the whole Wardens thing would've been something to take him to)...before knowing better.
When I'm a mage, my plan is to swap between Cole and Sera for my rogue and use Iron Bull as my main warrior but ALL of them will freak out in the Fade. And I promised to make some different choices, so what I think I might be almost forced into is.....bringing Varric and letting Hawke buy us time.

It hurts to even think about it. And I have not watched that either.