Probably one of the biggest threats to that team is anything with Fake Out to stop the Copycat + Roar chain. There's also anything faster with a priority move (or anything with Extremespeed, rare as it is) to worry about. Anything with Suction Cups (Cradily) or Soundproof (Exploud, Mr. Mime and Electrode) is dangerous too, even though Drain Punch and Crunch hit 3 of those for super-effective damage (not that base 70 Attack is going to do much). I guess Rapid Spin can get a mention as a threat here too, although it is very rare (I think there's one Tentacruel set and one Starmie set that uses it and that's it) and once you get Roaring it probably won't matter. That's all theorymon but it seems like it would be very risky to dedicate the whole team to this strategy if you are going for a decent win streak. If I were to try it I would probably just use 1 lead for crippling and hazards (Shuckle with Power Split, Flash and Stealth Rock comes to mind, although I don't really like Shuckle much personally and they are probably other choices), and then maybe something like Jumpman's Dragonite or the standard Suicune set as an alternative just in case the Roar chain goes wrong. That would also solve your problem regarding being able to kill the last pokemon. That's just me though.