Furnace, the Missing One
Let's start with its range. You do realize that in Warcraft 3, 128 or less range is already considered melee right? With your hero, there are melee units who have longer range than your "Ranged" hero. And I've also considered your second skill but it's still too short ranged.
The lore is.... short? Two sentences of a generic story isn't really something good. :/
Skills are pretty good though. You could probably increase that magic resistance of the shield. Doom sight is a bit confusing though, Yes it gives bonus range, but what explosion? How do you trigger that explosion? I don't see any skill that allows him to create and explosion. Is this a part passive/active skill? If yes, you should mention that.
Furnace heat is a bit too OP too. Let's see.
Let's assume this hero with 60 base damage, with 6 active items (max in dota) and with his 2/3 active spells. IF he casts all 6 items plus his first two spells within 14 seconds (Which is definitely possible in DOTA), he would already have 60 (base dmg) + 120 (6 items) + 40 (first two skills) = 60 + 160 damage. And if he casts his ulti, he gets additional percent damage.
That's like having a divine rapier dood. D:
But I'm sure you'll be able to balance that soon. You still have a lot of time. ^^