Ah, yes, I see, shamans and warlocks can device methods to combat not having to breathe. I understand how that will prevent the entire world from being consumed in a fiery inferno and the whole population from being reduced to ashes.
But no, lets rely on Elune or some other powerful entity saving us all, because that was definitely the reason this thread was posted in the first place. To compare deus ex machina plot devices.
I don't think you quite understand. Zerglings can and will beat up a felstalker, and have properties that are far more terrifying than simply eating magic. What will happen is that you grab your fancy artifact weapon, go and fight hundreds or thousands of them at once—and, sure, you'll kill a whole lot of them. And then you'll die, because combat doesn't end until 1) you are dead 2) there are no more Zerglings within several miles, because the hive is aggroing all of them onto you. They're faster than you, they will outrun you unless you have portals or invisibility (read: not stealth), and, given how relatively limited Warcraft AoE is, you do not have enough DPS to kill all of them because, again, they come in the millions. Now, what might work significantly better is getting a nice big raid together and start an extermination squad. That'll work great as long as you're only fighting basic Zerglings, which are a comparatively weak melee unit. What's significantly more scary is fighting a large squad of ranged units, which can and will destroy you in seconds with focus fire. Tanks included.
Now, thing is, every WoW expansion has a theme of fighting some big force and campaigning against that threat over the course of two years. During this time, the big bad never takes any actual significant action to destroy our ability to wage war against them (because it is an MMO and we're supposed to win). That is not what will happen in a realistic scenario against a foe that is determined to actually defeat Azeroth, be it the Starcraft universe or any other force that is actually treated as a legitimate threat. What will happen is that any force that actually takes real action to ensure victory will immediately attack various capital cities and destroy and take over population centers.
The real question isn't, "could Azeroth win?" it is "do we assume that Azeroth champions can resurrect from death ad infinitum, and if they can, how much of a repair bill is it going to take before they have a sliver of a chance?"