How have you distributed your stat points? If you increase your Survival and Speed, it helps a lot. For both characters, at level 2 I bumped Strength up to 6, left Intelligence at 1, and got the rest to 3. I equipped a bow on my hero and left him beside the door, and walk into the torture room with just my DK. At the end of the conversation I paused, selected both characters, targeted Fergus, unpaused and watched him die. Taking the hero/archer in with the DK, Fergus tended to go after her rather than the DK.
My first time through the demo I put more into Strength and Agility right away, and had more difficulty with Fergus. Doing better damage doesn't always compensate for being slower or attacking second.