1. The DM should have made you aware of his house rules prior to play.
2. The DM should not have altered your spell slots.
3. If the DM had a problem with warlocks, he should have told you upfront. Given the nature of Ravenloft, i.e. domains being ruled over by evil lords, warlocks can easily attract their attention and ire. I can understand his concerns but he should have told you up front. I would have banned the class before I nerfed it.
I don't think the OP said the DM was doing anything specifically to warlocks, including altering spell slots. It sounds as if the DM wants to run a grittier, more desperate game, which is appropriate for Ravenloft. That it affects the warlock (and I don't personally think it does to the extent that the OP feels) is incidental.
4. I have played and DM'd in games which started with no gear/starting cash, or lost much of it later (usually to avoid drowning/escaping from prisons). It's challenging, but not something that's really out of line.
5. The short rests being houseruled and limited is fairly common. Particularly at 2-3 per day. Not sure about the eight hour rule between but that's still not something that I'd call out of line. Especially if you're dealing with an older school DM.
6. Regenerating 1 HD per level is a throwback to earlier editions. It's not really out of line.
Agreed with all of these. In playing 5e, I've rarely been able to take more than one short rest in a day anyway, and never more than two.
And the healing/recovery rules in 5e are wide open to change, with variants coming in the DMG to make it both easier and harder (based on what we saw in the playtest and what we've repeatedly heard from the designers). They have to be, if the goal is to encompass play styles from all editions of D&D.
7. I would leave the game. It sounds like you are more a fan of the gamestyle as presented in fourth edition and not earlier ones. In contrast, it sounds like the DM is more a fan of the gamestyle of earlier editions. Given your expressed frustration, it seems unlikely that you will enjoy this style of play.
That's possible, but I would urge the OP to give it a fair shot. It may not be what you're used to, but the DM is clearly going for a certain feel in this campaign to heighten the Ravenloft mood. You may enjoy it.