it's not your build that you need to adjust, but your expectations (your build does also need work, but we'll get to that in a minute). coldheart is not a great AoE attacker and never will be. both her base stats and the multipliers on her a2 are pretty low so she'll always be mediocre at best. While there are ways to make her slightly better, it would come at the cost of making her far worse at the things she actually is good at.
as to her build, there are a few issues here. first, you're putting emphasis on the wrong stats. coldheart cares about crit rate, crit damage, speed, and accuracy and not so much about hp or defense. it also looks like you're focusing on using matching sets rather than gear with good stats. it's a pretty common mistake by newer players, but definitely one of the reasons you're running into issues with her.
for coldheart, you'll want gloves with crit rate as their main stat, speed boots, and probably an accuracy chestplate, with speed, crit, and accuracy substats whenever possible. you're going to want her at 70% crit rate and 200 accuracy (general rule is 10 accuracy per dungeon level, so 200 will be enough to get you through level 20).
to reiterate, this will not make your coldheart into a massive AoE dealer, although improving her crit stats should help her out there as well. it will, however, make her an excellent boss killer.