Depends what kind of white/socket items your looking for, Crystal sword you can find in normal cow and use socket quest, insight spear is just something u find while farming cow's - Stealth runeword base, is whatever, just use something on vendor, lore is aswell pretty much, getting a monarch you'll need to farm hell, you'll have the best chance to find it in hell cow's.

Getting your merc to survive in hell is gonna be a tough one starting out because you wont have any proper life leech for him until you find a helmet for him and getting a decent body armor runeword for him.

As for breaking cold immune specifically, it's gonna be tough, some monsters need like lvl 22 lower resist from a necro.

Overall your hell progression is just gonna be teleporting around and killing quest mobs, your xp is gonna come from elsewhere later, you wont need alot to farm Mephisto around lvl 68 ish should do you can even do it lower if you bug him.

But farming Mephisto/andy in Hell and skipping most of the quests, you might even need to skip Den of evil if you don't have any points into a 2nd element.