Oh well :)) I always an anti magic item when I have an op mage like this at enemy team, i recommend the same..Vale's ulti is not that hard to dodge...it's important also not to get caught in his first skill and get knocked up..
Do note that they're using Johnson (Tank build I think, since they're roaming has tank emblem and using vengeance instead of execute/flameshot or idk) but was still bursted by the Vale with explosive 9676 damage +.+
This may be an unnecessary tip but always try to play on high graphics if you can, some ultimates like Vale and Guin are hard to see on specific skins. As my colleague mentioned it is easy to dodge Vale's ultimate, avoid bushes and don't engage without information.
Also, you surely need some magical defensive items like Athena's shield at least or Radiant Armor.