You need to stop their early rush with 2cc allies and/or removals (crippling blow, now you're mine etc...).
Also it's good to have some heal.
Banebow is one of the best heroes against rush mages because he can control the board very effectively and has soul seeker for the heal.
However Loest with supernova and amulet can be very hard for him anyway.
Always carry a couple shrieks for amulet.
Zaladar is also good because of his ability and Soul Reaper
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