First of all, on your team, you have 3 Fire types, which is a pretty large hinderance with all the popular Ground and Water types running around. You might think Ferrothorn and Fini might help in that department, but you are really limiting yourself.
Tapu Fini, Mega Blaziken, Ferrothorn, Zapdos is already a solid core by itself. I have one team just like this on my teams on-cartridge and saved to Pokémon Showdown. My recommendations would be to consider running Mega Salamence and Focus Sash Nihilego as they both help round out your team.
If Mimikyu is a problem, Ferrothorn kinda stomps on it already, although you could also consider Mold Breaker Pokémon like Excadrill or Mega Gyarados.
Fini can be up to you. You could run Taunt, Nature's Madness, Surf, and Moonblast with either Waterium Z or something like that. Offensive is usually better than defensive, but if you want to, you could run Bold max Def and HP with Calm Mind over Nature's Madness.