Given the passive, not sure that's the route I'd go. I'd be looking into Lightning Cage or Soul Reap.

i wouldn't bother. ward of the fallen might be of some small use on occasion but its not going to make much difference most of the time, whereas some of the other blessing options will routinely have a substantial impact. personally i'd recommend phantom touch, though lightning cage is another solid choice.

I was going for Phantom Touch initially, but he can't take a punch in Arena. Usually, I have Duchess bring him back, but he still has to wait his turn after that. If I go against go-second team, I usually bring UDK to cover his behind, but going against speed-nuke teams, he gets wiped. Maybe when I get my Vogoth geared better, he can cover him from nukes. 

Lightning Cage protects buffs, right? 

there's a bit more to it :)

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You mean the bonus damage? Is it really that significant in Arena? I might try it out.

Yeah. But in general it's not to hard to leverage Lightning Cage with the way Arena is currently. Pretty much going to work in most imaginable Rotos comps you're going to come up with.