Well yeah they would give him quite a bit trouble, Thor with his ranged abilities and the Kryptonians with their speed and the fight will definitely drag on, but in the end I don't know what they can do to put him down. The combination of the adamantium exosuit and his HF makes him nigh invincible.
Plus he has teleportation, which will help him deal with ranged attacks and super speed.
Deadpool's HF isn't as good as Logan's because he doesn't have the skeleton. And while he can survive beheading, I'm sure he can't tank complete bodily destruction. Because of that he can be killed in ways Logan wouldn't be able to. Thor's lightning could fry him to ash in the suit for example. Or the Krypto's could zap him with heat vision until he disintegrates.
Do we know for sure that his HF isn't as good as logan's? In the comics, DP's HF was extreme, capable of regrowing limbs and all. And I don't recall seeing anything in the movies to show that he had less HF than Wolverine.
Logan's adamantium skeleton doesn't increase his HF, just makes his bones unbreakable. But in this case, DP's lack of adamantium skeleton is offset by the adamantium armor. Plus even if bone is destroyed, HF should be able to re-grow it.
It isn't as good because he doesn't have the skeleton. That means he doesn't have an indestructible framework to rebuild from. And like I said, even though DP as well as Logan can survive beheading, without the skeleton he can be incinerated by lightning or lazers inside the suit.
DP in the comics is capable of having his head re-attached or rebuilding it after being completely blown off. We're not sure if movie version has the same HF, but it really won't need to come to that.
I don't think there's any chance of a beheading as long as he's in the suit. There's also little chance of incineration. He can get electrocuted in the suit with the lightning and he can get burnt, but since there's no direct contact (lightning will need to be conducted through the suit) then there's really no chance of incineration.
Plus, the kryptonians mentioned here don't have heat vision. So it's only Thor that has energy attacks that SS needs to worry about. IM has lasers, but I doubt his lasers are strong enough to heat up the adamantium armor fast enough to burn DP inside.
If it was a direct hit then maybe I'd agree. But it will be conducted through the suit, and we don't really know just how good or bad that HF was. Wolverine was constantly repairing himself while getting shredded by the Phoenix. If DP has anywhere near that kind of HF then getting incinerated by conducted electricity seems unlikely.