I just finished my first really successful warlock run so I think I have some useful tips for you if you do want to try it again. Next patch should make starting zone and travelers less relentless but yes, I think the early game is probably the hardest for them currently because you were correct, they're the only one whose early game is counter-intuitively a little easier picking a generalist, tough guy stat distribution rather specializing/min-maxing right off the bat like the other classes do. I had a vampire and I think at start I did 12str, 12 end, 10 dex, 14int, 12 will. On the first level up I dropped two more in int, two in willpower, two more into end. Way later after around level 10 is when I started mostly putting 4 or 6 into int, willpower and strength as needed.
If you see Intimidate as your level 2 skill, definitely pick it. It will trivialize any individual melee fighter that comes your way. Travelers you say? Yep, you can start fighting them now. Unlucky Owlking wander? Just keep him away from you with intimidate and you're fine. Now your primary danger is going to be Magnus, other spellcaster wanders and archers, but you are already on much stronger footing than level one.
From here you want to pick abilities that will round out your repertoire, Vampire Touch for me was very useful at 3 for a self heal, then prioritize for an AoE ability, stronger single target damage, and a movement speed buff (phaseshift is amazing). It still will be hard sometimes and I still had to cheese hiding up the stairs and taking a rest in the small town east of the start area where enemies won't follow.
If you want to avoid the scummy strategy, your best bet at start is taking a really careful and slow route around the river northwest of start, never straying too far from the starting crater and only engaging owlmen, fishboys and other weaklings till you get some strength, prioritizing +sight gear and endurance so the travelers have less of a chance to get a jump on you. Instead of sleeping with loads of fatigue, sleep regularly anytime you've got a little bit of fatigue and especially when you can heal hitpoints. I also found playing a race with infravision to be invaluable in the rough early game without a torch and sight buffs depending on luck.
edit:
A little more, this might have been obvious but I didn't see a mention of bandages at any point. Deconstruct those linen pants and make a bunch of 'em. Keep the bandaged buff up when in dangerous territory and getting anywhere near half health. They are especially effective to slap on when sleeping and can make the difference between dying to a farmer when you were in a tight spot.
If you're not using it already this way, turning your character is early on the fastest action you can perform until you get phaseshift (or other abilities I haven't played with yet that have very low cast time under .20), use it to time actions to your advantage, juke and sidestep enemies, and allowing enemies to walk a tile towards you without hitting you first.
From what I can tell if you're not intending to use your melee attacks as your form of damage, aside from stats you want to prioritize weapon configurations that parry. A scythe is a decent replacement staff early on, swords and sabres to replace those. By the level 5 range the staffs some enemies carry can be great and equally as viable as a sword and shield.