Many thanks for the quick replies - good that this is settled ;-) Very nice screenshot theskymoves, but I guess I am not there yet. I would like to ask to other (small) things and I am not sure if it was appropriate to open a new thread for each of them - so better I just ask right here if that´s ok. Both questions are in a certain way focussed on Cole - I like to play with him but it is not always easy:
1) By holding the left mouse button pressed (or the R key) you kinda can auto-attack. However, this only works when the enemy is stationary. The strange thing is that when the enemy moves away (and lots of them move quite around), Cole doesn´t quite follow him with the auto-attack. He just stays where he is and attacks "into the free air" - is it supposed to be that way? (btw, the same with my other melee characters)
2) While Cole dishes out good damage, I always have trouble to keep him alive. I use abundant taunt abilities with my warriors, but still Cole always gets beaten and is the first one to die. Which strategies would you recommend for Cole, since he can´t build up guard?
Technically he can, with Fade-touched Obsidian or Fade-touched Silverite. Daggers have a fast attack speed, so he builds it up pretty quickly too.

With DW rogues, especially assassins, you have to be dropping into stealth (using Stealth or upgraded Flank Attack) a lot. Their job is to stealth to a squishy target and eliminate them quickly. Try not to face Cole off against enemies that will stay alive for a long time. Archers, wraiths, even (surprisingly) behemoths are good targets for a DW rogue, because they all go down quickly.
For things like giants and dragons, Evade and Hook & Tackle are your friends. These enemies have big telegraphs - evade out of melee attacks, and use the hook & tackle to avoid big ranged attacks, like when a dragon hops backward to blast you with a breath attack.