Rogue's Perspective
This combo can be very deadly. Since your team lacks any CC break other than Tremor and trinket you can get royally fucked over by this combo if they land a CC cycle. If you jump on the Lock, the Mage sheeps your Shaman before you're able to take the Warlock to 80% health. Your Shaman has to spam heal you through DoTs/Shatter combos aplenty if you go at it like this, which in turn opens him to sheep ensuring your doom. If they make you both blow trinkets, they will just sheep x3, fear x3 which is more than enough to take down someone.

Counterspell/Spelllock also pretty much loses you the game.

This is looking pretty bleak isn't it? What you have to do, is to be offensive. Super offensive even. Nuke the Mage from start to finish and just make sure he does not get any sheeps off while the Shaman babysits the Warlock's Fears with Tremors/Shocks/Grounding Totem. If the Shaman is able to throw in a Purge once in a while on the Mage, it helps immensely. Beware of using Cloak of Shadows early, because you will die soon after it's gone.

Shaman's Perspective
This setup is rather annoying. Double CC without sharing a DR, and then two CS. You need to avoid the sheeps here! Keep max distance of Earth Shock range, but keep a finger on Tremor Totem. Use Earth Shield on your Rogue, and be ready to ruin the Shatter combo with a Grounding totem. Purge everything the Mage has, especially his Shields. You need to fake cast, but not too much or else you'll waste time and be in need of casting a heal, and your enemy will know that! One of the best you also can do is to go of the opposite side of where the Warlock is standing, because if he's moving to Fear you he won't be pushing out that much damage, like Searing fire etc.

Totems Used: Grounding, Tremor, Frost Resist, Healing Stream.