This is all assuming it was a sub rogue who did this:
1) The rogue talent tree includes the ability to get an extra stealth skill (garrote, blind, etc...) off before your invis completely fades. The window is about 2 secs so he could have gotten off the hit via that talent.
2) There is a glyph for rogues (can't remember the name) that stops the DoT ticks from breaking blind, so it is possible; yet again it requires fast reactions though.
3) The stun time is a bit weird to explain, I know at 90 you get the paralytic poison option which can cause stunlock: but as you said he's 46 so i don't know what happened there. Most likely he got a good kidney shot off (5/6 secs stun) and killed you in that time.
5) The skill icon you mention sounds like Rupture, which deals insane DoT and was most likely what killed you.
All of the above is difficult to get off reliably but the effects are potent ( as you experienced). He was most likely using a burst macro and/or a stun macro too to help him get it off fast.
RE: Killing rogues as a mage - The thing to remember is that rogues only have huge burst, so if you can survive the first 5 seconds you should be okay. Keep frost armor up and pop mirror image to CC the rogue. Currently the ice-cube stun thing is bugged and doesn't disable if you damage him, so use that and mirror image to your advantage.
RE: Death Knight question - It should be possible via warmane trading, although your friend would have to pay X amount of coins to you. An easier option would be to have him create a fresh char and then Twink him to your level.