Thank you so much for the advice! I was thinking of trying again, and I will definitely take your advice if I do!Very cool and creative team! After some thinking, here are a few suggestions:
Substitute over Fake out on Persian, and 252 speed EVs. If I am not mistaken, your current team just get swept by Contrary Specs Serperior. With Sub, you can stall it out of PP. Sub also lets you scout for most megas because of persian's high speed. It also helps against OHKO users like walrein, which you mentioned was a threat. It is also a great move to have in general, in sharp contrast to fake out, which is essentially useless in most battles. If you boost the speed to at least tie with azelf, and change EVs to survive +2 energy ball/Tbolt, you are well covered against azelf anyways.
Haze on Toxapex over protect. The ability to stop set-up is much more worth than protect in the long run, I think. A bulky team like this also has good switch opportunities to scout against most pokemon anyways. It also shuts down scizor and ferro completely, which means you can swap fire fang on gliscor for something much more useful. You should definitly get one with haze imo, and seeing how helpful many smogonites are, it shouldn't be too difficult to get one. :)
Toxic over Fire fang on Gliscor. Remove those attack EVs. Toxic is a much better move in general. It also allows gliscor to be a much greater threat on its own, as sometimes you're forced to sack some of your teammates. If you can't get enough berries to remove the attack EVs, try to get an EV trained one in a trade. Those EVs are very significant for its bulk.
Good luck :)
I hadn't even thought about Substitute on Persian because I don't usually think of him as needing to stay on the field for long. You're right that it would be more helpful than Fake Out overall so I don't always have to sacrifice Persian to OHKO users, and it pairs really well with Parting Shot switching and Leftovers.
I would still be really worried about Azelf-3 without Fake Out though because I can adjust Persian's EVs to take a regular +2 Energy Ball/Thunderbolt, but not a Critical. It kills Toxapex easily at +2, and Gliscor doesn't have a 100% accuracy move that can hit it. There's a pretty low chance of the worst case scenario happening here, but I still find it worrisome.
Thanks for the suggestions, and I will let you know how it goes if I try again!