Short and simple, mobility mobility mobility, teleport

Hydra - Synergy with Passive x2, Attack Speed and AOE, plus it provides sustain while abilities are on cooldown. PLus an AOE Execute

Rod of Ages - Health, Mana, Ap

Abyssal - MR/ AP - Synergy with Pale Cascade

Iceborn - Synergy with Moonfall and Keeping enemies close

Void Staff - Offers overall damage output

Some other items you can add for synergy would be a thornmail

I believe are pretty much self explanatory. Dmg with a little bit of tanky-ness

I believe in simplicity, AR, MR, AP, AD.. Nice little combo only benefits Diana with the items in hand