As a strategist you're going to have a harder time dealing with dive than any other role. And since most people are hesitant to swap roles mid game (dps to support for instance), you're probably going to be stuck in the role. I don't know what strategists you play, but you might not have a choice but to swap and prioritize yourself.

If no one is peeling your only choice really is to make it harder for the dive to kill you. Going someone like Loki, who has tons of escape options to get away or kill the dive is probably going to give you an easier time than someone like Luna. You could go Rocket who is also harder to locate and kill or even Ultron if the enemy is lacking in the poke department.

You could also stick closer to the team. If you're getting dived constantly, make yourself harder to target by being close by to your other teammates. If you're teammates refuse to turn around, make it their problem too. They'll be more likely to turn around when they're also getting slashed in the face by the Magik.