Hi Squiggy,
I highly recommend the cabins at D'arbonne, and as I hate freezing in a tent overnight, that forecast would get me indoors or keep me home. I've not seen the pier anywhere, but I wasn't looking for it. Maybe someone else here can chime in on that. If you're looking for crappie to catch, they'll likely be clustered in the deeper water by now, and I'm not sure you can reach them without a boat. Not to volunteer anyone, but there are several fantastic members that live in the area, so maybe someone will be heading out and let you know in plenty of time so you can share a boat ride while you're there.
I've never seen anywhere in the park to get ice, but on the way in from Hwy 33, there's an ice machine ($2 bag/16lb?) right near the corner of Hwy 2 and 33. Of course, at that point, you're close to gas stations, restaurants, etc. There's another place on Hwy 2 between the park and Hwy 33 as well, right beside a boat launch, but I don't recall the hours of operation.
The Walmart is there in Farmerville. If you pull out of the park, turn right and right again onto Hwy 2 and head East. When you get to the stop sign at Hwy 33 (near the ice machine), turn right and head South on 33 through town. You'll find Hwy2 East makes a turn to the left again and you can follow it to the Walmart, which will be on the left hand side. Seems it's at the top of a hill if I remember correctly. There's also another grocery store there right off Hwy 33 in town. Not big, but would have basic groceries you might want/need.
As for firewood, I've found most of the cabins seem to have a little stash, but I have no idea where it comes from. But the woods are plenty thick so I don't see how you'd have trouble finding wood if you have to. The park is pretty large as well, so if you didn't find it close, drive around to another area and look around.
That's about all I can contribute. Hope you have a safe trip and enjoy yourselves!
Scott