It's all Fun and Games until you hit Nightmare Level
It isn't easy being green. Or Arcane. Or Frost, for that matter. The first thing I found out that was once I hit the Nightmare level, Azumi folded like a cheap suit everytime ANYTHING came close to him. I got through the first few quests with only a death or two, but after I hit the Cathedral, things changed. I adjusted my build a bit more, and downed Magda. I was feeling really confident when, as level 38, I set out for Caldeum. I was confident with my play, confident in my gear, and ... just confident.
And once more, Azumi fell over dead within the first few mobs as soon as we hit Stinging Sands. After some tries (and a lot of repair bills), I came up with a reasonable strategy.