Classic Krieg aether death knight can do crucible, check out this [1.0.6.1] Warpblade - Krieg DW Aether Cadence Death Knight, Gladiator farmer (9 minutes) has DW and S&B options and I have played both versions.
why should Oathkeeper even be an option for Krieg btw ? 
Krieg is aether damage set and Oathkeeper has nothing to do with aether damage.
You could level Death Knight with my forcewave guide or stupid dragons pre-krieg beginner build guide