His damage is Flat True damage. (As in its not %MaxHP)
So In your sitation you should have gotten a
In place of either the
or the
.
The Reason for this is because his True damage is flat based on his damage, The best way to itemize against it is with HP. and Warmogs is the single highest HP boosting item.
Now I dont know the rest of the enemy team comp, so I dont know what the correct item to replace would be, but if we just look at Yi. He had no Lifesteal so GW isnt as useful as the Attack Speed Reduction of FH.
So If the enemy team didnt have very many people using Lifesteal then GW doesnt make as much sense and so I would drop the Thornmail, but if they had an ADC that was popping the fuck off and had lifesteal then the GW of Thornmail would make sense.
In that build you had 240 bonus armor on top of likely 50 base? dont know what champ you were playing. So you had about 290 armor.
Resistances have Diminishing returns and the soft cap is at 200. 200 armor is 70% damage reduction. But to get another 5% damage reduction you need something like another 100 armor. So it doesnt make sense to go over 200 by a ton unless they are just stacking the fuck outta pen.
Also You had very little HP. you only had 1100 + Cinderhulk. So you didnt have much HP backing up those resistances.
Resists are meaningless without HP to back them up. This is why warmogs is such an important item. if you dropped the FH for the Warmogs you would have gotten another 800HP. So you would have 1900 Bonus HP and so he would have more HP he had to cut through with his flat True damage. Also giving you time to CC him more for your team to kill his ass. Not to mention it allows you to skirmish and play frontline for your team more efficiently due to the Warmog's heart passive.