ya i've also tried lo azelf as a lead, but with psychic/flamethrower/rocks/boom. psychic still ohkos machamp, but most importantly, provides a much better stab move than zen headbutt. another great thing is you don't have to split evs. even with no investment, a naive explosion with lo is killing a lot of shit.
The LO Azelf that I suggested has no and needs no investment in SpA. Fire Blast already does all it needs to do. Zen Headbutt is cool because it allows you to use Azelf midgame as a mixed attacker. I can't think of anything Psychic does that Zen Headbutt doesn't, but Zen Headbutt allows you to hit things like Blissey and Tentacruel much harder than a purely special set would.
Occa Berry Metagross is always 2HKOd by Naive LO Fire Blast no matter what your investment in SpA is. The same holds true for Occa Celebi, as well.
The 252 ATK EVs allow you to do cool shit like always OHKO Shuca Berry Heatran with Explosion (101.2% - 119.2% vs. 83% - 97.5%), as well as Physically Defensive Hippowdon (112.4% - 132.4% vs. 92.1% - 108.6%).
Not that specially based LO isn't viable too.
Fire Blast has a chance of OHKOing Lead Jirachi with 252 SpA, but with no investment, Fire Blast is always a 2HKO (not that LO Azelf should be staying in against LeadRachi anyway). The same holds true for Specially Defensive Skarmory (0 SpA needs to roll max damage after Skarmory has been hurt by Stealth Rocks to OHKO).
The most important thing in favor of 252 SpA, though, is that 252 SpA EVs are needed to guarantee the OHKO against Lum Berry Metagross. 0 SpA EV Azelf only does 81.3% - 96.2%. Well, it actually only takes 248 SpA EVs to KO 100% of the time, but I believe that my point is still understandable.
It seems to me that it all really depends on how well the team deals with individual threats. Because this team seems like it can handle Metagross, I think (and yes this is just my opinion) that Zen Headbutt and 252 Atk EVs are the way for this team to go.