since you're coming from a prot pala, you'll notice that dk has less passive mitigation so make a habit of keeping a track of what's going on like darkenedhue said. track inspiration from discs / ancestral fortitude from shamans, sacred shields, beacons, demo shout. i would suggest tracking boss dmg through a combat text addon so you can death strike immediately after the hit. you generally want to talk to a warrior about keeping up demo shout because this debuff is like having several thousands of extra armor.
for troubleshooting low threat - it sounds like you aren't queueing rune strike enough. you should have no problem with threat with some help from hunters and/or rogues as a dk, even without spamming icy touch with all your runes. dks have a lot of atk power and rune strike is buffed from 9% extra physical dmg and 5% extra melee haste from talents. if you've ever played a warrior, this is like spamming heroic strike. i have rune strike binded to scroll down on mouse so that i can always utilize it whenever it's up. this will do so much threat alone with a weapon like yours that it's not even funny. not to mention that you get free avoidance from it too. a lot of people like to macro rune strike into all of their abilities, but i don't personally suggest doing this because in the very small chance you end up runic power starved, you won't have enough runic power to use a defensive cooldown. change talents a bit and go 2/5 in Black Ice or 2/2 in Icy Reach (underrated talent - helps in reaching inferno in rs hc if they spawn too far, ragings, adds on lady, etc) and max out Killing Machine.
minor nitpicking but go use the armor enchant on cloak instead of engi parachute.