Is that even legal?No, you can't; if you're interested in a Mewtwo with Selfdestruct (and you have an AR), you should you use HGSS Pokésav along with a Show EV/IV code to recreate your Mewtwo with Selfdestruct added.
I did that with my prized Wobbuffet after realizing it didn't have Encore (it never was a Wynaut).
Also,

252SpA/6SpD/252Spe
Timid nature
Ice Beam | Aura Sphere | Trick | Thunder/Shadow Ball/Fire Blast
Is this effective?
So Azelf isn't obliget to carry Taunt when leading, but is it still a good option, or Fire Blast is superior?