It seems some knights don't understand what their own weapons and armor do. Or at least, how the damage works.

Everything uses four (4) damage types in clockworks.
There is normal, piercing, elemental and shadow.

Normal damage comes from things like a Brandish.
Piercing damage comes from things like a Snarble Barb.
Elemental damage comes from things like a Freezing Vaporizer.
Shadow damage comes from things like a Nightblade.

The monsters in clockworks can resist some damage types and take more damage from other damage types.

Beasts take more damage from piercing based attacks while they take less damage from elemental based attacks.
Constructs take more damage from elemental based attacks while they take less damage from piercing based attacks.
Fiends take more damage from piercing based attacks while they take less damage from shadow based attacks.
Gremlins take more damage from shadow based attacks while they take less damage from piercing based attacks.
Slimes take more damage from shadow based attacks while they take less damage from piercing based attacks.
Undead take more damage from elemental based attacks while they take less damage from shadow based attacks.

If your using an elemental weapon on beast, it does not mean you can't harm the monster, it means you are not doing your best. Don't be too discouraged though. The clockworks tend to create mixtures of monster types. Even in the same depth.

The second half of your survival depends on your armor and shield. The monsters that inhabit clockworks have several damage types.

Beasts tend to give normal and piercing damage.
Constructs tend to give normal and elemental damage.
Fiends tend to give normal and shadow damage.
Gremlins tend to give normal and elemental damage.
Slimes tend to give normal and piercing damage.
Undead tend to give normal and shadow damage.

Your armor defense power will determines how much damage you take from a hit. If you have a higher defense power on your armor and the damage type matches, you will take less damage. There is NO "Immune to damage" for you. For example, I am wearing my Royal Jelly Mail and a wolver takes a bite out of me. I took less damage then if I was wearing my Divine Mantle. That is because Royal Jelly Mail has a bonus to defend against normal and piercing damage. While my Divine Mantle has a bonus to defend against elemental and shadow damage.

Your shield is the most critical item in your arsenal. It can protect you and save your life. Your shield works like armor but there is a difference. The health of your shield determines how long it can last until it needs to recharge. Attacks wear down your shield's defense. If the damage type matches then your shield can last longer. As an example, I use my Royal Jelly Shield against a wolver. The shield can last a little bit longer then if I was using my Crest of Almire. The reason for this, is that my Crest of Almire has defense against normal and shadow damage, but wolvers give normal and piercing damage.

Having a weapon and armor to handle every type of monster is the best way to survive but it can be quite costly as well. Also, the damage type rules also apply to Lockdown as well. Though, there is no "balanced" loadout for lockdown.

You can learn more about damage here:
http://wiki.spiralknights.com/Damage

If you have questions, just ask.