Alright, well if you start using a Choice Scarf Terrakion you will have Dragonite as your only set up sweeper and Azelf who's main job is to set up screens to help Dragonite set up easier. I think that since you're using an entire Pokemon slot just for screens which are for only one Pokemon some things need to be changed. U-turn is a great move which provides some good momentum, and I think that it should be given to Azelf. In fact, I think you should switch your Azelf set to an entirely different set, the standard Stealth Rock set. This will allow you to quickly set up Stealth Rock and U-turn out to gain some momentum. I don't think you really need the screens anymore since you'll be wasting two turns to set up stuff just to help Dragonite, your only set up sweeper. During those two turns your opponent will just get to do whatever he/she wants to do. If you're concerned about your Dragonite setting up without screens support, then I would recommend using the Substitute + Dragon Dance set. The set is rather on the defensive side so it might not be completely appropriate for your team, but it would definitely be a beneficial change. If you choose to use the standard Stealth Rock set for Azelf then I would absolutely recommend going with the Substitute + Dragon Dance set for Dragonite.
Azelf @ Focus Sash
Trait: Levitate
EVs: 4 HP / 252 SAtk / 252 Spd
Timid Nature (+Spd, -Atk)
- Stealth Rock
- Taunt
- U-turn
- Fire Blast
Dragonite (M) @ Leftovers
Trait: Multiscale
EVs: 252 HP / 80 Def / 16 SDef / 160 Spd
Careful Nature (+SDef, -SAtk)
- Substitute
- Dragon Dance
- Dragon Claw
- Roost
Trait: Levitate
EVs: 4 HP / 252 SAtk / 252 Spd
Timid Nature (+Spd, -Atk)
- Stealth Rock
- Taunt
- U-turn
- Fire Blast
Dragonite (M) @ Leftovers
Trait: Multiscale
EVs: 252 HP / 80 Def / 16 SDef / 160 Spd
Careful Nature (+SDef, -SAtk)
- Substitute
- Dragon Dance
- Dragon Claw
- Roost
