Congrats! Should be easier in the future now that you have learned most of the mechanics.

Yeah, questing macros usually won't work as well for instances. I have a button for just killing non-elites/lowbies, a completely different one for elites/instances.

The soulmages in DTK (the ones that cast the shadow circles on the ground) are definitely annoying. Just spread out to reduce the damage, use shadow resist if you have it, and heal/move the target right away (whichever is easier for you). Best solution is just kill them first, stun after a few seconds to prevent him from casting or be fast on an interrupt. If you get two at once, just be quick on the heals.

Ajzol'Nerub is the shortest 5-man instance in all of Northrend, but not necessarily the easiest. The second boss (name escapes me right now) can be healing intensive (read: mana intensive), and Anub'Arak tends to give boxers issues at first. The right strategy and gear upgrades make those issues go away.

Sounds like you found the right strategy in Old Kingdom, just AoE like crazy during the insanity phase on the last boss. At least enough so that the tank can show up and finish off any remaining adds before anyone can die.