Pierce Infiltrator still can be made good if you don’t want to change damage type.
There are still sources of conversions such as rings, crossbow, shoulders.
For example caster such as this Infiltrator, Level 100 (GD 1.1.9.1) - Grim Dawn Build Calculator
from [Feedback] On pierce strength which doesn’t use the belt you mentioned.
As far as Cold Caster Infiltrators with RoH:
Energy is not an unsolvable problem, you can always get Scales (awesome with Vit → Cold conversion), Harp or up two 2 Sparks, Spirit dump etc, it’s a matter of tweaking the build and you can safely assume it can be done after you have a general sketch of your build.
You can play Chillwhisper (RoH + BS + Chillspikes): [1.1.7.0] The cold fantasy - Rune of Haggard Chillwhisper off-hand Infiltrator!
I think Dual Wielded with Spectral Longsword is the best atm. There are more builds on the forum for that iirc.
Northern Wyrm is a good option too but it sucks not being able to Shadow Strike and use Dual Blades:
[1.1.6.2] The Rune Dragoon - Runebinder based, RoH+BS Infiltrator
I forget about a recent Lolbinder Infiltrator vs. Crucible 150-170 (4:33 run) - YouTube which is RoH + AA
however that didn’t stop the inspector: [1.1.9.4] Those Bloody Icicles: 4:30 Crucible Gladiator 150-170, Shard 100, Ravager, Callagadra cold caster Spellbreaker by mad_lee [vid]
and nofika: [1.1.9.4] PaRappa the Trapper, Rimetongue Spellbreaker (SR 90, CR 4:20)
I’m working on Non-Set DW Cold Caster Infiltrator (RoH + SS + Chillspikes) atm:
The priority is to be very sturdy, fight in melee range and do something else then Northern Wyrm or Chillwhisper.