All of the Warlocks spammable abilities (as far as i am aware) procs everything except for Life and mana Steal, which only Burning Blade does, so you can use those socketables and they will work with Mana Missiles, Burning Blade and Nether Spikes.
Q: Does elemental damage work with any spells? Either +x% elemental damage, +x elemental damage or if there are any others.?
A: No, it depends what element the ability has, if an ability converts %Weapon DPS to poison, you can increase its damage with +%magic damage(Focus) and/or +%poison damage. If an Ability does flat damage (meaning no %dmg) you can only increase its damage by increasing its elements damage i.e: 50,000 Poison damage over 5 seconds only increase its damage by +%magic damage (focus) and/or +%Poison damage.(+2000 Poison damage also increases its dmage, but not by as much, as that number is added at the end of the calculation, so will only ever be +2000 damage)
+%Magic Damage gives you +%damage to every element, so if you have +20% magic damage, you have 20% Ice, Fire, Electricity, Poison and Physical damage. (For some odd reason Physical is counted as an element, just not sure if it gets any increase from Magical damage from Focus, however, it does get increases from any +all damage you have, so it most definitely is counted as its own element)