Excellent team, I really like it. There isn't much I can say without sounding too pedantic, but I'm going to say it anyway: substitute Gliscor's U-turn for Roost. Why? Well, I really don't see how U-turn is helping you accomplish anything but breaking Azelf's Focus Sash which Tyranitar really doesn't need help doing as Azelf usually stay in on Tyranitar assuming Choice Band, so a combination of Sandstorm + Crunch will kill Azelf anyway. Other than that, U-turn is pretty useless - you really don't need it to be switching from Water-types, as you mention, as it's hardly doing anything notable.
HThinking about this, you're right. I used to have roost, then swapped it.. but then again, Azelf will switch unless I use pursuit won't 1HKO.. or will it? The other negative is that Gliscor can't attack a ton of stuff when he just has EQ...
Roost on Gliscor means that you can handle Lucario better, particularly those who run Bullet Punch - which is increasing in use because of all of the Choice Scarf Tyranitars running rampant. With Roost, Gliscor is constantly able to regain health. Your current set cannot switch into an opposing Tyranitar's Stone Edge and then later switch into, or take, a +2 ExtremeSpeed from Adamant Lucario. You will end up losing to Lucario easily and will rely on Scizor to "revenge" kill when it's below 50%. With Roost, obviously, you can constant regain the health needed to take hits from Tyranitar, Lucario, etcetera.
Alright, this makes sense.
Move Heatran's 4 HP EVs into either defensive stat so you have an odd HP stat, meaning you can use Life Orb eleven times, not just the usual ten.
Wait, so lowering its HP ev's will allow it to use Life Orb more times? That doesn't seem logical, but if you say so, I'll do it