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i played lists very similar to yours and his in Feb

Your shooting is the difference, per the above you should have rained so much fire on him that by the time it came to close combat the odds would have shifted more

with all the buffing pallies get in CC with grenades and what not they need to be on their last legs when assault happens so even though they will hurt you will clean them up

having said that when they refuse to roll any 1s then unfortunately you are going to have a bad day

when I played your list I poured 1850 points of firepower into Belial and his 5 man escort and could not kill them, then I got shot to ribbons next turn, there is only so much you can do