Rogoth the Eternal in the eternal ruins, in the battlefields of eternity, has life of 1 540 000 000 000!!! it would take days to kill him with a demon hunter which has defeated level 126!
Not a bug, Rogoth is immune to Cold damage
To be more precise:
He is not entirely immune to Cold damage (just 85% resistant)
From https://diablo.fandom.com/wiki/Rogoth_the_Eternal
So just don’t use a Cold skill 
ps: in your case, swap the Hungering Arrow’s rune Devouring Arrow to another rune.
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This. Doesn’t matter which rune, the multipliers for the GoD setup will do the business over any elemental effects. Just have to change it for that bounty. I go with lightning because it’s obviously different from the cold rune and so it’s harder for me to forget to switch it back to cold. 