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I just got into the 40k hobby and I was at a bit of a loss since I cannot seem to win any games without playing in an alliance with my mate who fields Deathwing Terminators with Belial. I'm just wondering what you guys think I need for the next part of my collection.

Already Have:
Farseer
3 Warlocks
9 Dire Avengers + Exarch with Powersword and Simmershield
5 Rangers/Pathfinders

Do i need a dedicated transport or more fast attack and melee flexibility?

Any advice would be appreciated!

I would get a wave serpent. You can put the dire avengers in it now and later it will still have many different uses.

Probably, but can it be used as a decent Fire Support unit?