DW Cold Melee Infiltrator - Advice About Steps of Torment

I have read something on some websites that fourth and fifth levels of The Steps of Torment should not be played in Veteran.

Is it true? If yes, then what is the reason?

My build right now:

https://www.grimtools.com/calc/YVWKJxnV

I have met with Kalderos and I have got “Descent into Torment” quest.

Can my guy complete all of Steps of Torment (SoT) (all of 5 levels)?

If not, what should I do to complete SoT without frustrating/dying in Veteran?

PS: For true viewing of Grim Calc, change difficulty to “Normal” and enable all of auras from right corner (three buttons thing).

PS 2: I have Hoarfrost Ointment besides overcapped cold resist.

The reason not to go beyond Zarthu…whatever his name is that it is a waste of a skeleton key. Any loot in normal/vet will be rapidly outclassed just by playing elite

You mean, I should play only first 3 levels of SoT and keep skeleton key for later difficulties, right?

Then, which locations should I go for farming (I mean, locations that worth killing mobs to get some loot in Veteran)?

Is Crucible good for this?

If yes, how much waves should I play with my guy without dying?

You dont need gear for either veteran or elite, just run through the game - the random drops you get from killing heros should be enough