I second bubbly's idea of Starmie over Keldeo. With 3 Fighting weaknesses, 1 resist, and no attacks to hit them hard, Fighting types in general look like a huge problem. Starmie gives an additional resistance, and can run either Psychic or Psyshock with STAB to rectify the issue. As a bonus, it can function as a Spinner, which your team (especially Mence) would appreciate. I think something similar to the Defensive Rapid Spinner set might be ideal. For example:
Item: Leftovers
Ability: Natural Cure
Nature: Timid
EVs: 252 HP / 4 SpA / 252 Spe
Moveset
~ Scald/ Surf/ Hydro pump
~ Psyshock / Psychic
~ Rapid Spin
~ Recover
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