If they stack Mr you get void, and pen.
If they stack health you get AP and Liandrys.
You don't HAVE to get Last whisper that late. You buy what you need. Last whisper isn't that expensive if the enemy tanks get fed pick it up and let it sit not fully upgraded. Yeah it can suck and it definitely doesn't feel good.
You shouldn't wait to buy Last whisper as your 5th item just because it seems like you're supposed to if the person that's giving you hell is stacking armor.
I once bought a last whisper after I got zeal and IE because an enemy
had all the teams gold. We ended up winning because I could shred him a lot sooner in teamfights than he expected.
Warmogs gets a littled countered by Liandrys because it takes longer to be out of combat after getting hit from the burn (from what I remember). If they really stack health you can also get rylais to increase the burn damage on all any spell you land. Also if you have low cool-downs you can abuse constant Lich-Bane procs for dps.
Also poke comp usually works by pressuring past tanks and hitting the squishies and making them back so you can take towers.
Always remember to be hitting tab and checking enemy items before they're even done so you can get an idea of what you need to start building towards. That way you're not halfway done with a deathcap only to realize they have two MR items and you have no penetration.