Vengeance Paladin 3
[Hunters mark = Hex.] Strength Stat is 17 (same attacking stats).
No not the same damage. The multiclass does +6 damage with a hit (2xCharisma), the Single class does +3 damage (strength only).
HM is not the equal of Hex in the new rules, but regardless this character is not using Hex (later he will when he has a free casting of it).
The multiclass also has much, much better ranged attacks, using a heavy crossbow for 1d10+2xCharisma
You have a few extra 1st level slots per short rest (but I have a free Divine Smite slot, and an extra 1st level spell slot, so that's a wash). I have a Fighting style and better Lay on Hands.
I have 3 more damage on every hit too.
Vengeance paladin is also attacking at Advantage (unlike the Warlock), with zero action economy drastically increasing DPR.
Once a short rest after burning a bonus action.
That makes up a good bit, I don't think it makes up for 3 more damage on every hit plus two more spell slots for smite.
The 'Lock could also (Darkness + Devils sight) for advantage, but that's an entire round to set up, and it screws with other party members, and you cant be concentrating on Hex at the same time (dropping DPR)
More than likely he does not have Devil's Sight. He likely has Agonizing Blast, Pact of the Blade and Pact of the Chain. Pact of the Blade is doing very little for him right now, but he wants it for 7th level (Paladin 5/Warlock 2) when he gets extra attack on the Paladin.
If it is a game that is going to end before level 7 then Devil's Sight is one option.
But less damage, both at ranged and at melee at this level.
You gained a free divine smite, and advantage to hit (oath of enmity).
The mono Paladin already has the above, and now just also gained GWM (+3 to damage, bonus action cleave attack) and his Str is now 18 (for an extra +1 to hit, and damage).
Advantage mono-Paladin.
So now with GWM you can finally get to where you are doing slightly more damage on a normal hit in melee than the multiclass. You are doing +7 on a hit with GWM (assuming an 18 strength), the multiclass is doing +6 using the same weapon.
You also still have fewer spell slots per day for smiting and I am still blowing you away with a heavy crossbow at range, getting +6 damage to that too (and will be +8 at Paladin 4)
The Warlock 1/ Paladin 4 can only look on and cry.
It would be a Warlock 2/Paladin 3 and I think it will be pretty darn close in play, even after you just got the biggest single level boost in the game for the single class.
..... oh and while my familiar is not as cool as your new one (yet), I have had a familiar since level 2 (Paladin 1/Warlock 1).