First of all, even when Defog Scizor becomes legal, Scizor has better things to be doing than running Defog. If it did, Gourgeist is still a perfect matchup against it, crippling Zor for the rest of the match with Will-O-Wisp. Crobat is a much more threatening switch-in, because it can use Taunt to completely shut down Gourgeist and hit hard with Brave Bird. In either case, there's not much use for Protect in those situations, unless you need to stall for an extra turn of passive damage (which is a Gourgeist specialty)!
Gourgeist's biggest problems are the heavy competition from Trevenant, which has more reliable recovery, and the fact that it's setup fodder for the likes of Talonflame and Volcarona. Rock Slide is always an option to snag a surprise KO on those two.