There is merit to the mystical fire/psyshock/sub/will-o-wisp set in UU I think. It doesn't have bulk really, but it isn't fragile either. Particularly it's special defense is very usable. Which makes sub and mystical fire a good combination. Sub guarantees a mystical fire use (or more likely two mystical fire uses), which with 115 special attack deals decent damage and reduces the power of your opponent. (Not just for Delphox, but for whatever you switch in as well, or it forces a switch which just lets Delphox sub again.) Will-o-wisp deals with physical attackers and with Delphox's speed it's almost guaranteed to hit the opponent with it.
People forget psychic actually has really good coverage outside of dark, psychic and steel (one of which is almost never going to switch into a Delphox), and psyshock hits lots of things really hard. A lot of dark and psychic types are problematic, but a lot of psychic types don't wanna get will-o-wisped or mystical fired. And things like Sharpedo don't want to get hit with will-o-wisp. Delphox is a good support pokemon, not a good sweeper, despite what it's stats would lead people to believe. I just wish it had a better ability...
While that is probably one of the better sets I have seen for Delphox, I really don't see it working exceptionally well. Number one is that the very nature of the set requires Delphox to cut its HP even further than it normally requires, which, when stacked against the entry hazard damage it'll normally have to take to switch in, coupled with the damage it'll have to take to switch in, and again taking into consideration the problems it will have finding a safe switch in to begin with, will not fare very well for it's longevity. Especially if, as you describe (and for best effect), it needs to switch in and out a few times and/or needs to set up more than one sub. And again, as I bring up every time I talk about Delphox, that truly atrocious defensive typing; pokemon like Rhyperior will still break substitutes and more, even after a WoW.
Now for some extensive theorymon that may or may not prove relevant: With OU overloaded as it is with new candidates for the tier that have gained new toys (like Azumarill, Togekiss, Scolipede, etc.), I don't really see many of the pokemon like Arcanine, Houndoom (w/o M-stone), Victini, Darmanitan, and the many other good-but-not-great fire types that dominate UU rising up to OU, particularly after the introduction of CharX and Talonflame. Maybe a few of them will drop, but I doubt it. Some may even rise from RU, as Entei gains Sacred Fire, etc. When one of the more dominant types of a metagame can counter your strategy, I don't know how it may play out.
It's a good set, though, maybe the best I've seen for Delphox - one that does something different, and maybe does it well. It makes me try to think of ways to fit the buffed Fire Spin on there, which I think would be really good given the nature of the set. I just foresee it having trouble getting situated and up-and-running, running for any amount of time, and dealing with the fire-type pokemon which currently flood the tier (particularly the physical ones). The extreme reliance on good prediction, even more than most pokemon, also makes me a little nervous.
EDIT: Also @ Mozilla Fennekin - Magic coat has +4 priority, it outspeeds everything not using similar or higher priority
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