If it's divine damage, you must be talking about the D15/D16. Those dungeons are meant to be extremely difficult.
There are a few sets that give divine damage resistance, but you're right. It's very rare, and you can't use a gem to get divine damage protection.
Monsters are somewhat randomized on KT, so it's possible to get ones that do a great deal of extra damage as well as weaker than normal ones. I'll take another look at the script that determines the amount of damage dealt and see if it's making some monsters too powerful to survive.
I also need to take a look at concealment, because it's just not effective in the higher dungeons. I think it has something to do with monsters having the blind fight feat. Even if they miss the first attack from concealment, they get to roll a second attack. If it hits, they bypass the concealment (I think).