This is a pure offensive team based on offensive synergy, with the team working together to apply pressure and break through each other's checks and counters.
LO Scolipede is a great late-game sweeper/cleaner & provides speed control with speed boost. Megahorn breaks bulky psychics (Slowbro, Latias etc) for Keldeo, earthquake for electrics, rock slide lures and catches Talon on the switch which can be a problem for the team (aqua tail is not a guaranteed KO), and Torn-T after a speed boost. Bug, rock and ground also has 100% unresisted coverage which is cool. Protect enables him to reliably outspeed threatening electrics such as M-Mane and other fast mons such as M-Zam.
Specs Keldeo is a great wallbreaker which complements the rest of the team - wears down Scoli's checks such as M-Sableye, provides a solid Bisharp counter, lures M-Venu with HP Flying, checks Weavile & ScarfTar for Thundy, etc.
Tank chomp sets rocks to help the others, absorbs T-waves & VoltTurn, and punishes common priority users such as M-Lopunny, M-Medi, Talonflame etc that could ruin Scoli, Keld, or Zam's day. Everyone knows what this thing does.
Thundurus provides insurance vs set-up sweepers, M-Lop etc with T-wave and with nasty plot adds another fast sweeper to the mix. Takes out bulky waters for Keldeo and Tran, life orb ensures the OHKO on Keldeo. Sludge wave lures problematic fairies such as M-Alt. Thundurus can be a solid wincon once grounds have been removed courtesy of Azu and Keld.
Azumarill brings powerful priority and wall breaking to the team. Specifically, he checks Keldeo, Talonflame, Tornadus-T, Latis, which can be problems, plus offers additional insurance vs Garchomp, Lando etc. Choice band is required to take care of unaware Quagsire which is another huge problem and just punches holes in stall in general, especially with knock off for the likes of Chansey. Resists most priority which the team still struggles against despite Tankchomp and EV'd to outspeed opposing Azu. Also water spam ftw, not much wants to take specs hydro + band waterfall.
Mega-Alakazam brings blazing speed and fits well on this offensive-based team. Stops me getting steamrolled by rain and sand. Like the others he can fulfil multiple roles, wallbreaker, sweeper, cleaner, giving lots of offensive pressure and flexibility and is often my wincon, appreciating the ability of Keldeo and Heatran to take out darks, steels and M-Sab respectively. Psyshock for special walls and Substitute stops sucker punch mind games, avoids status and increases longevity, not much can survive 2 hits from this thing if you sub on a switch.
No hazard removal because the team is focused on applying offensive pressure to keep momentum and prevent hazards, while removing hazards is a momentum drain and this team doesn't have time for that shit :)